0.55Open0.46Pre Close40 Volume225 Open Interest27.50Strike Price845.00Turnover39.80%IV1.96%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2562Delta0.4661Gamma257.43Leverage Ratio-0.0806Theta0.0003Rho65.94Eff Leverage0.0056Vega