3.00Open3.40Pre Close3 Volume19 Open Interest4.00Strike Price850.00Turnover633.01%IV1.56%PremiumDec 13, 2024Expiry Date2.40Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9046Delta0.0616Gamma2.51Leverage Ratio-0.1252Theta0.0001Rho2.27Eff Leverage0.0007Vega