1.35Open1.20Pre Close7 Volume44 Open Interest62.00Strike Price845.00Turnover33.48%IV1.15%PremiumDec 27, 2024Expiry Date0.14Intrinsic Value100Multiplier3DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.5174Delta0.2018Gamma91.64Leverage Ratio-0.1251Theta-0.0027Rho-47.41Eff Leverage0.0236Vega