4.25Open11.25Pre Close2 Volume3 Open Interest48.00Strike Price850.00Turnover131.36%IV4.04%PremiumJan 17, 2025Expiry Date2.22Intrinsic Value100Multiplier6DDays to Expiry2.03Extrinsic Value100Contract SizeAmericanOptions Type0.6392Delta0.0442Gamma11.04Leverage Ratio-0.2776Theta0.0045Rho7.05Eff Leverage0.0242Vega