0.95Open1.35Pre Close9 Volume157 Open Interest60.00Strike Price845.00Turnover16.32%IV1.24%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier22DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type-0.5152Delta0.1695Gamma58.28Leverage Ratio-0.0186Theta-0.0157Rho-30.02Eff Leverage0.0586Vega