0.85Open0.80Pre Close10 Volume326 Open Interest38.00Strike Price850.00Turnover32.68%IV2.85%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.4390Delta0.1539Gamma43.70Leverage Ratio-0.0312Theta-0.0066Rho-19.19Eff Leverage0.0310Vega