2.05Open3.02Pre Close4 Volume602 Open Interest130.00Strike Price853.00Turnover18.55%IV1.33%PremiumJul 19, 2024Expiry Date0.36Intrinsic Value100Multiplier13DDays to Expiry1.72Extrinsic Value100Contract SizeAmericanOptions Type-0.5067Delta0.0873Gamma67.35Leverage Ratio-0.0609Theta-0.0209Rho-34.12Eff Leverage0.0996Vega