1.92Open2.83Pre Close3.85K Volume1.96K Open Interest149.00Strike Price850.73KTurnover54.94%IV1.09%PremiumSep 13, 2024Expiry Date0.26Intrinsic Value100Multiplier1DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type0.5529Delta0.0855Gamma72.99Leverage Ratio-1.1548Theta0.0026Rho40.36Eff Leverage0.0333Vega