0.98Open1.32Pre Close7 Volume19 Open Interest22.50Strike Price845.00Turnover423.49%IV8.19%PremiumJul 26, 2024Expiry Date0.39Intrinsic Value100Multiplier0DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type-0.5242Delta0.1328Gamma15.68Leverage Ratio-1.6348Theta-0.0001Rho-8.22Eff Leverage0.0028Vega