0.30Open0.27Pre Close34 Volume1.92K Open Interest35.00Strike Price861.00Turnover147.35%IV77.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0921Delta0.0223Gamma72.04Leverage Ratio-0.0258Theta0.0010Rho6.63Eff Leverage0.0083Vega