0.50Open0.95Pre Close16 Volume1 Open Interest20.00Strike Price850.00Turnover80.27%IV14.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.3975Delta0.0914Gamma18.20Leverage Ratio-0.0279Theta0.0051Rho7.23Eff Leverage0.0203Vega