0.40Open0.30Pre Close28 Volume10 Open Interest192.50Strike Price850.00Turnover33.48%IV4.35%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0671Delta0.0221Gamma1148.29Leverage Ratio-0.1169Theta-0.0010Rho-77.07Eff Leverage0.0228Vega