45.00Open47.25Pre Close187 Volume11.79K Open Interest150.00Strike Price865.73KTurnover235.12%IV0.21%PremiumJan 17, 2025Expiry Date45.59Intrinsic Value100Multiplier1DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.9816Delta0.0018Gamma4.30Leverage Ratio-0.1975Theta0.0046Rho4.22Eff Leverage0.0049Vega