1.05Open1.90Pre Close8 Volume42 Open Interest46.50Strike Price846.00Turnover50.10%IV0.45%PremiumJan 10, 2025Expiry Date0.85Intrinsic Value100Multiplier0DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9420Delta0.2078Gamma56.36Leverage Ratio-0.1591Theta0.0002Rho53.09Eff Leverage0.0013Vega