8.50Open11.60Pre Close1 Volume1.78K Open Interest185.00Strike Price850.00Turnover91.24%IV9.03%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry8.50Extrinsic Value100Contract SizeAmericanOptions Type0.4411Delta0.0116Gamma16.90Leverage Ratio-0.4260Theta0.0301Rho7.45Eff Leverage0.1467Vega