8.50Open8.00Pre Close1 Volume54 Open Interest125.00Strike Price850.00Turnover19.17%IV0.50%PremiumAug 16, 2024Expiry Date7.84Intrinsic Value100Multiplier22DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.9160Delta0.0244Gamma15.54Leverage Ratio-0.0377Theta0.0698Rho14.23Eff Leverage0.0509Vega