8.50Open8.65Pre Close1 Volume380 Open Interest50.00Strike Price850.00Turnover38.61%IV0.91%PremiumJan 17, 2025Expiry Date7.97Intrinsic Value100Multiplier21DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9534Delta0.0183Gamma7.07Leverage Ratio-0.0179Theta0.0268Rho6.74Eff Leverage0.0135Vega