0.50Open0.95Pre Close16 Volume1 Open Interest20.00Strike Price850.00Turnover79.81%IV15.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.3868Delta0.0918Gamma20.59Leverage Ratio-0.0273Theta0.0050Rho7.96Eff Leverage0.0200Vega