0.85Open0.78Pre Close10 Volume4.58K Open Interest11.00Strike Price850.00Turnover53.90%IV3.58%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier20DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.6531Delta0.2567Gamma13.87Leverage Ratio-0.0143Theta0.0036Rho9.06Eff Leverage0.0098Vega