8.50Open8.65Pre Close1 Volume380 Open Interest50.00Strike Price850.00Turnover39.42%IV0.91%PremiumJan 17, 2025Expiry Date7.97Intrinsic Value100Multiplier20DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9524Delta0.0185Gamma7.07Leverage Ratio-0.0186Theta0.0260Rho6.73Eff Leverage0.0135Vega