7.84Open4.98Pre Close2.50K Volume315 Open Interest478.00Strike Price836.78KTurnover24.03%IV0.33%PremiumJul 18, 2024Expiry Date0.72Intrinsic Value100Multiplier0DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.5071Delta0.0884Gamma209.05Leverage Ratio-1.6741Theta0.0037Rho106.00Eff Leverage0.0749Vega