8.50Open12.00Pre Close1 Volume34 Open Interest166.00Strike Price850.00Turnover66.61%IV1.10%PremiumDec 6, 2024Expiry Date6.60Intrinsic Value100Multiplier2DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type0.7673Delta0.0316Gamma21.58Leverage Ratio-0.6167Theta0.0088Rho16.55Eff Leverage0.0443Vega