0.55Open0.65Pre Close12 Volume717 Open Interest420.00Strike Price850.00Turnover29.66%IV5.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.1055Delta0.0117Gamma515.30Leverage Ratio-0.2222Theta0.0072Rho54.35Eff Leverage0.0959Vega