0.11Open0.11Pre Close85 Volume233 Open Interest20.50Strike Price851.00Turnover135.39%IV21.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0418Delta0.0229Gamma373.07Leverage Ratio-0.0350Theta-0.0001Rho-15.59Eff Leverage0.0026Vega