0.75Open0.68Pre Close11 Volume561 Open Interest50.00Strike Price850.00Turnover48.17%IV9.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.2627Delta0.0634Gamma59.60Leverage Ratio-0.0446Theta0.0061Rho15.65Eff Leverage0.0348Vega