1.25Open1.10Pre Close6 Volume519 Open Interest39.00Strike Price851.00Turnover30.53%IV1.13%PremiumJul 19, 2024Expiry Date1.25Intrinsic Value100Multiplier12DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.7310Delta0.1450Gamma23.67Leverage Ratio-0.0344Theta0.0095Rho17.30Eff Leverage0.0246Vega