8.50Open8.05Pre Close1 Volume7 Open Interest215.00Strike Price850.00Turnover12.61%IV0.72%PremiumDec 20, 2024Expiry Date6.90Intrinsic Value100Multiplier20DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.8790Delta0.0309Gamma28.45Leverage Ratio-0.0554Theta0.1016Rho25.01Eff Leverage0.1038Vega