0.50Open0.95Pre Close16 Volume1 Open Interest20.00Strike Price850.00Turnover80.49%IV14.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.3912Delta0.0911Gamma19.09Leverage Ratio-0.0277Theta0.0050Rho7.47Eff Leverage0.0201Vega