2.83Open2.66Pre Close3 Volume2.75K Open Interest25.00Strike Price849.00Turnover29.08%IV1.44%PremiumJan 17, 2025Expiry Date2.44Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9494Delta0.0642Gamma10.87Leverage Ratio-0.0083Theta0.0097Rho10.32Eff Leverage0.0058Vega