0.38Open0.45Pre Close35.35K Volume35.41K Open Interest1.00Strike Price850.32KTurnover296.14%IV0.82%PremiumJan 10, 2025Expiry Date0.22Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8778Delta0.8940Gamma5.19Leverage Ratio-0.0138Theta0.0000Rho4.56Eff Leverage0.0002Vega