0.05Open0.05Pre Close169 Volume454 Open Interest12.00Strike Price845.00Turnover20.90%IV5.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1678Delta0.4383Gamma227.80Leverage Ratio-0.0036Theta0.0011Rho38.22Eff Leverage0.0069Vega