0.55Open0.65Pre Close12 Volume717 Open Interest420.00Strike Price850.00Turnover30.96%IV5.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.1054Delta0.0117Gamma515.30Leverage Ratio-0.2406Theta0.0066Rho54.31Eff Leverage0.0919Vega