2.78Open2.66Pre Close3 Volume325 Open Interest69.00Strike Price845.00Turnover18.39%IV0.37%PremiumDec 20, 2024Expiry Date2.45Intrinsic Value100Multiplier15DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.8413Delta0.0906Gamma25.29Leverage Ratio-0.0283Theta0.0237Rho21.28Eff Leverage0.0351Vega