0.50Open0.95Pre Close16 Volume1 Open Interest20.00Strike Price850.00Turnover79.82%IV14.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.3868Delta0.0918Gamma19.08Leverage Ratio-0.0273Theta0.0050Rho7.38Eff Leverage0.0200Vega