1.74Open2.63Pre Close5 Volume299 Open Interest70.00Strike Price850.00Turnover32.72%IV0.34%PremiumJan 17, 2025Expiry Date1.37Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.7129Delta0.1488Gamma39.22Leverage Ratio-0.1014Theta-0.0046Rho-27.96Eff Leverage0.0240Vega