3.40Open2.05Pre Close3 Volume4 Open Interest195.00Strike Price845.00Turnover41.69%IV8.16%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.2323Delta0.0204Gamma90.15Leverage Ratio-0.1679Theta0.0157Rho20.94Eff Leverage0.1097Vega