2.80Open1.95Pre Close3 Volume13 Open Interest35.00Strike Price850.00Turnover44.79%IV1.56%PremiumNov 15, 2024Expiry Date2.34Intrinsic Value100Multiplier20DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.7243Delta0.0998Gamma11.56Leverage Ratio-0.0262Theta-0.0116Rho-8.37Eff Leverage0.0254Vega