8.50Open12.00Pre Close1 Volume34 Open Interest166.00Strike Price850.00Turnover47.58%IV0.60%PremiumDec 6, 2024Expiry Date7.46Intrinsic Value100Multiplier3DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.8354Delta0.0332Gamma22.67Leverage Ratio-0.3236Theta0.0113Rho18.94Eff Leverage0.0389Vega