2.79Open3.60Pre Close3 Volume27 Open Interest97.50Strike Price848.00Turnover25.54%IV1.43%PremiumJan 17, 2025Expiry Date1.49Intrinsic Value100Multiplier16DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5922Delta0.0765Gamma34.29Leverage Ratio-0.0568Theta-0.0220Rho-20.30Eff Leverage0.0782Vega