8.50Open12.00Pre Close1 Volume34 Open Interest166.00Strike Price850.00Turnover46.40%IV0.58%PremiumDec 6, 2024Expiry Date7.49Intrinsic Value100Multiplier3DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.8431Delta0.0330Gamma21.03Leverage Ratio-0.3053Theta0.0114Rho17.73Eff Leverage0.0377Vega