3.20Open3.60Pre Close2 Volume32 Open Interest6.00Strike Price850.00Turnover2801.39%IV26.40%PremiumOct 11, 2024Expiry Date2.94Intrinsic Value100Multiplier0DDays to Expiry2.36Extrinsic Value100Contract SizeAmericanOptions Type0.8086Delta0.0484Gamma2.22Leverage Ratio-3.9068Theta0.0000Rho1.80Eff Leverage0.0005Vega