8.50Open10.37Pre Close1 Volume275 Open Interest85.00Strike Price850.00Turnover29.11%IV0.43%PremiumJan 17, 2025Expiry Date8.10Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8991Delta0.0250Gamma10.70Leverage Ratio-0.0340Theta0.0510Rho9.62Eff Leverage0.0428Vega