4.50Open4.56Pre Close2 Volume1.49K Open Interest145.00Strike Price846.00Turnover27.19%IV2.36%PremiumOct 18, 2024Expiry Date0.53Intrinsic Value100Multiplier21DDays to Expiry3.43Extrinsic Value100Contract SizeAmericanOptions Type0.5659Delta0.0413Gamma34.24Leverage Ratio-0.1004Theta0.0451Rho19.38Eff Leverage0.1379Vega