1.70Open2.05Pre Close5 Volume12 Open Interest84.00Strike Price850.00Turnover30.55%IV0.09%PremiumSep 20, 2024Expiry Date1.62Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8925Delta0.1384Gamma50.36Leverage Ratio-0.1378Theta0.0019Rho44.95Eff Leverage0.0081Vega