0.05Open0.04Pre Close403 Volume459 Open Interest23.50Strike Price850.00Turnover1919.41%IV6.67%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0336Delta0.0978Gamma2204.00Leverage Ratio-22.4818Theta0.0000Rho74.16Eff Leverage0.0000Vega