0.55Open2.50Pre Close15 Volume33 Open Interest10.50Strike Price845.00Turnover94.26%IV0.18%PremiumOct 11, 2024Expiry Date0.55Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7454Delta0.3494Gamma15.79Leverage Ratio-0.0559Theta0.0006Rho11.77Eff Leverage0.0031Vega