0.29Open0.28Pre Close28 Volume275 Open Interest28.00Strike Price845.00Turnover31.25%IV2.94%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.3197Delta0.2544Gamma95.10Leverage Ratio-0.0274Theta-0.0021Rho-30.40Eff Leverage0.0161Vega