0.25Open0.23Pre Close35 Volume998 Open Interest4.00Strike Price859.00Turnover83.95%IV11.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.3348Delta0.4042Gamma18.98Leverage Ratio-0.0070Theta-0.0010Rho-6.35Eff Leverage0.0039Vega