0.85Open1.00Pre Close11 Volume309 Open Interest40.00Strike Price845.00Turnover34.43%IV4.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3285Delta0.1204Gamma60.93Leverage Ratio-0.0317Theta-0.0057Rho-20.02Eff Leverage0.0316Vega