0.35Open0.30Pre Close22 Volume893 Open Interest12.50Strike Price873.00Turnover97.49%IV33.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2016Delta0.1129Gamma38.64Leverage Ratio-0.0142Theta0.0012Rho7.79Eff Leverage0.0072Vega