0.85Open1.12Pre Close100 Volume2.52K Open Interest10.00Strike Price8.50KTurnover33.95%IV0.38%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8395Delta0.3540Gamma10.81Leverage Ratio-0.0036Theta-0.0033Rho-9.07Eff Leverage0.0053Vega