0.77Open0.82Pre Close30 Volume17 Open Interest79.00Strike Price850.00Turnover136.38%IV7.86%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.1608Delta0.0483Gamma177.40Leverage Ratio-0.6670Theta0.0003Rho28.52Eff Leverage0.0090Vega