1.70Open4.70Pre Close5 Volume7 Open Interest59.00Strike Price850.00Turnover39.46%IV1.07%PremiumDec 20, 2024Expiry Date1.06Intrinsic Value100Multiplier5DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6610Delta0.1295Gamma34.32Leverage Ratio-0.1087Theta0.0054Rho22.68Eff Leverage0.0262Vega