0.70Open2.96Pre Close12 Volume8 Open Interest85.00Strike Price845.00Turnover57.45%IV21.89%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.0355Delta0.0052Gamma480.58Leverage Ratio-0.0262Theta-0.0022Rho-17.07Eff Leverage0.0206Vega