0.20Open0.21Pre Close43 Volume1.34K Open Interest72.00Strike Price859.00Turnover19.20%IV5.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1481Delta0.0692Gamma272.52Leverage Ratio-0.0173Theta0.0064Rho40.37Eff Leverage0.0402Vega