0.77Open0.82Pre Close30 Volume17 Open Interest79.00Strike Price850.00Turnover120.81%IV7.86%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.1608Delta0.0483Gamma177.40Leverage Ratio-0.4125Theta0.0004Rho28.52Eff Leverage0.0102Vega