0.11Open0.11Pre Close85 Volume233 Open Interest20.50Strike Price851.00Turnover133.39%IV21.76%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0426Delta0.0237Gamma372.86Leverage Ratio-0.0349Theta-0.0001Rho-15.88Eff Leverage0.0026Vega