3.40Open2.05Pre Close3 Volume4 Open Interest195.00Strike Price845.00Turnover46.68%IV7.76%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.2546Delta0.0191Gamma89.38Leverage Ratio-0.1966Theta0.0171Rho22.75Eff Leverage0.1154Vega