0.40Open0.35Pre Close24 Volume223 Open Interest465.00Strike Price850.00Turnover36.29%IV5.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.0515Delta0.0062Gamma1311.07Leverage Ratio-0.2292Theta-0.0022Rho-67.54Eff Leverage0.0498Vega