8.50Open9.00Pre Close1 Volume7 Open Interest60.00Strike Price850.00Turnover83.67%IV8.40%PremiumAug 16, 2024Expiry Date3.78Intrinsic Value100Multiplier24DDays to Expiry4.72Extrinsic Value100Contract SizeAmericanOptions Type-0.5695Delta0.0321Gamma7.97Leverage Ratio-0.0927Theta-0.0231Rho-4.54Eff Leverage0.0578Vega