0.51Open0.65Pre Close15 Volume21 Open Interest40.00Strike Price846.00Turnover55.08%IV11.58%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.2488Delta0.0708Gamma58.29Leverage Ratio-0.0405Theta0.0042Rho14.50Eff Leverage0.0258Vega