0.88Open1.12Pre Close9 Volume92 Open Interest50.00Strike Price846.00Turnover35.08%IV1.19%PremiumJan 17, 2025Expiry Date0.42Intrinsic Value100Multiplier5DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5955Delta0.1908Gamma48.02Leverage Ratio-0.0897Theta0.0038Rho28.59Eff Leverage0.0224Vega