0.85Open1.00Pre Close10 Volume136 Open Interest5.00Strike Price850.00Turnover72.10%IV1.92%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier19DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8233Delta0.2721Gamma6.75Leverage Ratio-0.0069Theta0.0021Rho5.56Eff Leverage0.0034Vega