0.85Open1.45Pre Close10 Volume34 Open Interest19.00Strike Price850.00Turnover70.96%IV11.46%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.3010Delta0.0922Gamma25.63Leverage Ratio-0.0260Theta-0.0043Rho-7.71Eff Leverage0.0186Vega