0.88Open1.12Pre Close9 Volume92 Open Interest50.00Strike Price846.00Turnover35.57%IV1.19%PremiumJan 17, 2025Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5953Delta0.1907Gamma48.02Leverage Ratio-0.0922Theta0.0037Rho28.58Eff Leverage0.0221Vega