4.25Open3.60Pre Close2 Volume945 Open Interest70.00Strike Price850.00Turnover57.40%IV3.28%PremiumOct 18, 2024Expiry Date1.89Intrinsic Value100Multiplier16DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type0.6355Delta0.0429Gamma15.98Leverage Ratio-0.1082Theta0.0183Rho10.15Eff Leverage0.0573Vega