0.85Open1.15Pre Close10 Volume15 Open Interest185.00Strike Price850.00Turnover49.12%IV18.56%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.1031Delta0.0093Gamma174.18Leverage Ratio-0.0767Theta0.0096Rho17.96Eff Leverage0.0704Vega