0.85Open1.00Pre Close10 Volume136 Open Interest5.00Strike Price850.00Turnover70.85%IV1.92%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier20DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8236Delta0.2720Gamma6.75Leverage Ratio-0.0067Theta0.0021Rho5.56Eff Leverage0.0035Vega