0.60Open0.40Pre Close15 Volume457 Open Interest155.00Strike Price850.00Turnover28.55%IV8.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1053Delta0.0152Gamma269.78Leverage Ratio-0.0460Theta-0.0102Rho-28.42Eff Leverage0.0766Vega