0.90Open1.14Pre Close11 Volume118 Open Interest62.50Strike Price845.00Turnover20.76%IV3.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.3109Delta0.1121Gamma98.17Leverage Ratio-0.0245Theta-0.0101Rho-30.52Eff Leverage0.0539Vega