0.77Open0.82Pre Close30 Volume17 Open Interest79.00Strike Price850.00Turnover118.73%IV7.86%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.1608Delta0.0483Gamma177.40Leverage Ratio-0.4094Theta0.0004Rho28.53Eff Leverage0.0104Vega