0.02Open0.04Pre Close466 Volume4.62K Open Interest121.00Strike Price850.00Turnover186.76%IV13.65%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0040Delta0.0015Gamma14011.00Leverage Ratio-0.1227Theta0.0000Rho-56.69Eff Leverage0.0005Vega