0.90Open1.32Pre Close8 Volume849 Open Interest95.00Strike Price850.00Turnover50.29%IV9.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1750Delta0.0243Gamma96.41Leverage Ratio-0.0889Theta-0.0073Rho-16.88Eff Leverage0.0544Vega