0.20Open0.64Pre Close42 Volume51 Open Interest44.00Strike Price855.00Turnover24.86%IV1.07%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1712Delta0.5852Gamma888.50Leverage Ratio-0.0969Theta-0.0001Rho-152.14Eff Leverage0.0044Vega