8.55Open8.60Pre Close1 Volume251 Open Interest50.00Strike Price855.00Turnover1684.75%IV-0.17%PremiumJul 19, 2024Expiry Date8.65Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8457Delta0.0237Gamma6.16Leverage Ratio-31.7565Theta0.0000Rho5.21Eff Leverage0.0014Vega