4.20Open2.55Pre Close2 Volume19 Open Interest30.00Strike Price850.00Turnover274.64%IV0.03%PremiumJul 26, 2024Expiry Date4.29Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8103Delta0.0469Gamma6.93Leverage Ratio-0.5802Theta0.0009Rho5.61Eff Leverage0.0057Vega