1.00Open0.90Pre Close7 Volume77 Open Interest2.50Strike Price850.00Turnover225.89%IV8.57%PremiumJan 17, 2025Expiry Date1.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8169Delta0.1427Gamma2.80Leverage Ratio-0.0125Theta0.0009Rho2.29Eff Leverage0.0022Vega