0.50Open0.95Pre Close16 Volume1 Open Interest20.00Strike Price850.00Turnover79.24%IV14.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.3882Delta0.0924Gamma16.45Leverage Ratio-0.0272Theta0.0050Rho6.38Eff Leverage0.0201Vega