8.50Open7.60Pre Close1 Volume402 Open Interest130.00Strike Price850.00Turnover43.11%IV1.97%PremiumDec 20, 2024Expiry Date5.83Intrinsic Value100Multiplier19DDays to Expiry2.67Extrinsic Value100Contract SizeAmericanOptions Type0.6986Delta0.0262Gamma15.44Leverage Ratio-0.1349Theta0.0443Rho10.78Eff Leverage0.1073Vega