2.30Open2.43Pre Close4 Volume15 Open Interest230.00Strike Price850.00Turnover48.54%IV10.94%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type-0.1440Delta0.0082Gamma117.71Leverage Ratio-0.1689Theta-0.0178Rho-16.95Eff Leverage0.1295Vega