0.85Open1.00Pre Close10 Volume470 Open Interest76.00Strike Price850.00Turnover35.28%IV0.34%PremiumNov 8, 2024Expiry Date0.59Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6790Delta0.2723Gamma87.53Leverage Ratio-0.2842Theta0.0012Rho59.44Eff Leverage0.0133Vega