8.50Open4.70Pre Close1 Volume178 Open Interest24.00Strike Price850.00Turnover140.77%IV2.30%PremiumDec 20, 2024Expiry Date7.77Intrinsic Value100Multiplier15DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.8692Delta0.0232Gamma3.74Leverage Ratio-0.0658Theta0.0080Rho3.25Eff Leverage0.0138Vega