0.65Open0.35Pre Close12 Volume231 Open Interest12.50Strike Price835.00Turnover135.06%IV7.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4937Delta0.2023Gamma17.57Leverage Ratio-0.0814Theta0.0008Rho8.67Eff Leverage0.0058Vega