0.85Open5.20Pre Close10 Volume1 Open Interest697.50Strike Price850.00Turnover64.45%IV0.05%PremiumJan 10, 2025Expiry Date0.52Intrinsic Value100Multiplier0DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.5307Delta0.0460Gamma164.97Leverage Ratio-12.9915Theta-0.0013Rho-87.54Eff Leverage0.0534Vega