0.45Open0.48Pre Close19 Volume561 Open Interest40.00Strike Price851.00Turnover76.37%IV23.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0854Delta0.0148Gamma114.80Leverage Ratio-0.0309Theta-0.0032Rho-9.80Eff Leverage0.0215Vega