1.05Open0.90Pre Close8 Volume441 Open Interest10.00Strike Price850.00Turnover78.13%IV0.45%PremiumNov 1, 2024Expiry Date1.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8734Delta0.2263Gamma10.48Leverage Ratio-0.0233Theta0.0010Rho9.15Eff Leverage0.0024Vega