0.75Open0.77Pre Close12 Volume204 Open Interest14.00Strike Price850.00Turnover41.64%IV0.37%PremiumDec 20, 2024Expiry Date0.65Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7411Delta0.3578Gamma17.23Leverage Ratio-0.0140Theta-0.0024Rho-12.77Eff Leverage0.0071Vega