8.50Open6.80Pre Close1 Volume18 Open Interest17.50Strike Price850.00Turnover673.21%IV4.50%PremiumSep 20, 2024Expiry Date7.38Intrinsic Value100Multiplier1DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.8530Delta0.0221Gamma2.98Leverage Ratio-0.8458Theta0.0005Rho2.54Eff Leverage0.0036Vega