0.71Open0.43Pre Close62 Volume190 Open Interest39.50Strike Price850.00Turnover52.38%IV3.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2197Delta0.1826Gamma190.90Leverage Ratio-0.1038Theta0.0005Rho41.95Eff Leverage0.0091Vega