0.65Open0.70Pre Close15 Volume315 Open Interest82.00Strike Price850.00Turnover21.77%IV3.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2135Delta0.0849Gamma198.80Leverage Ratio-0.0375Theta-0.0057Rho-42.44Eff Leverage0.0458Vega