2.64Open2.74Pre Close3 Volume111 Open Interest7.00Strike Price845.00Turnover333.20%IV1.63%PremiumDec 6, 2024Expiry Date2.80Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9276Delta0.0563Gamma3.43Leverage Ratio-0.0699Theta0.0004Rho3.18Eff Leverage0.0010Vega