8.50Open11.60Pre Close1 Volume7 Open Interest70.00Strike Price850.00Turnover72.70%IV3.29%PremiumDec 20, 2024Expiry Date6.00Intrinsic Value100Multiplier19DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type0.7235Delta0.0266Gamma8.94Leverage Ratio-0.1179Theta0.0241Rho6.47Eff Leverage0.0579Vega