0.75Open0.92Pre Close11 Volume227 Open Interest30.00Strike Price850.00Turnover55.50%IV8.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.3604Delta0.1007Gamma33.31Leverage Ratio-0.0355Theta0.0052Rho12.00Eff Leverage0.0251Vega