8.50Open7.80Pre Close1 Volume16 Open Interest94.00Strike Price850.00Turnover54.33%IV0.23%PremiumDec 6, 2024Expiry Date8.27Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9591Delta0.0173Gamma12.47Leverage Ratio-0.0703Theta0.0075Rho11.96Eff Leverage0.0082Vega