8.50Open8.80Pre Close1 Volume20 Open Interest17.50Strike Price850.00Turnover151.59%IV1.09%PremiumDec 20, 2024Expiry Date8.22Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9972Delta0.0024Gamma3.13Leverage Ratio-0.0049Theta0.0015Rho3.12Eff Leverage0.0002Vega