0.05Open0.05Pre Close170 Volume4.23K Open Interest5690.00Strike Price850.00Turnover33.36%IV3.77%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0023Delta0.0001Gamma109666.40Leverage Ratio-0.4365Theta0.0002Rho249.41Eff Leverage0.0160Vega