0.85Open1.10Pre Close10 Volume539 Open Interest24.00Strike Price850.00Turnover24.49%IV0.85%PremiumJul 19, 2024Expiry Date0.64Intrinsic Value100Multiplier11DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7450Delta0.2964Gamma28.99Leverage Ratio-0.0175Theta0.0056Rho21.60Eff Leverage0.0142Vega