0.15Open0.15Pre Close96 Volume623 Open Interest21.00Strike Price850.00Turnover6177.18%IV14.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0715Delta0.0838Gamma367.80Leverage Ratio-142.7611Theta0.0000Rho26.31Eff Leverage0.0000Vega