0.85Open1.07Pre Close10 Volume183 Open Interest10.00Strike Price850.00Turnover112.56%IV1.61%PremiumSep 20, 2024Expiry Date0.70Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7327Delta0.3309Gamma10.94Leverage Ratio-0.0507Theta-0.0006Rho-8.02Eff Leverage0.0029Vega