8.50Open8.05Pre Close1 Volume7 Open Interest215.00Strike Price850.00Turnover12.63%IV0.72%PremiumDec 20, 2024Expiry Date6.90Intrinsic Value100Multiplier20DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.8788Delta0.0309Gamma28.45Leverage Ratio-0.0555Theta0.1014Rho25.00Eff Leverage0.1038Vega