3.27Open3.25Pre Close2.66K Volume1.34K Open Interest76.00Strike Price845.87KTurnover79.16%IV3.13%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry2.37Extrinsic Value100Contract SizeAmericanOptions Type-0.4988Delta0.0666Gamma30.24Leverage Ratio-0.3495Theta-0.0038Rho-15.08Eff Leverage0.0302Vega