0.85Open1.01Pre Close10 Volume31 Open Interest26.00Strike Price850.00Turnover66.54%IV16.76%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.3168Delta0.0776Gamma27.05Leverage Ratio-0.0261Theta0.0058Rho8.57Eff Leverage0.0246Vega