1.70Open2.00Pre Close5 Volume1 Open Interest97.00Strike Price850.00Turnover21.06%IV1.50%PremiumJan 17, 2025Expiry Date0.24Intrinsic Value100Multiplier13DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.5482Delta0.1035Gamma56.37Leverage Ratio-0.0668Theta0.0180Rho30.90Eff Leverage0.0720Vega