4.60Open4.00Pre Close2 Volume13 Open Interest89.00Strike Price850.00Turnover131.90%IV8.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry3.90Extrinsic Value100Contract SizeAmericanOptions Type0.3941Delta0.0403Gamma34.33Leverage Ratio-0.7867Theta0.0022Rho13.53Eff Leverage0.0278Vega