0.85Open5.20Pre Close10 Volume1 Open Interest697.50Strike Price850.00Turnover78.80%IV0.05%PremiumJan 10, 2025Expiry Date0.52Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.4781Delta0.0367Gamma161.15Leverage Ratio-15.5798Theta-0.0013Rho-77.05Eff Leverage0.0548Vega