0.55Open0.65Pre Close14 Volume18 Open Interest58.00Strike Price849.00Turnover6.49%IV0.14%PremiumDec 20, 2024Expiry Date0.51Intrinsic Value100Multiplier16DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7385Delta0.5417Gamma99.98Leverage Ratio-0.0049Theta-0.0100Rho-73.83Eff Leverage0.0366Vega