2.78Open2.66Pre Close3 Volume325 Open Interest69.00Strike Price845.00Turnover17.95%IV0.33%PremiumDec 20, 2024Expiry Date2.47Intrinsic Value100Multiplier15DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.8512Delta0.0889Gamma25.53Leverage Ratio-0.0270Theta0.0240Rho21.73Eff Leverage0.0337Vega