0.05Open0.09Pre Close86 Volume1.83K Open Interest22.50Strike Price850.00Turnover54.69%IV17.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0993Delta0.0782Gamma192.10Leverage Ratio-0.0119Theta0.0008Rho19.08Eff Leverage0.0071Vega