2.25Open1.55Pre Close4 Volume2 Open Interest26.00Strike Price850.00Turnover124.33%IV17.13%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type-0.3075Delta0.0374Gamma13.02Leverage Ratio-0.0658Theta-0.0070Rho-4.00Eff Leverage0.0266Vega