1.65Open2.80Pre Close5 Volume1.30K Open Interest60.00Strike Price868.00Turnover35.38%IV1.29%PremiumJan 17, 2025Expiry Date1.21Intrinsic Value100Multiplier9DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.6525Delta0.1083Gamma28.47Leverage Ratio-0.0758Theta0.0094Rho18.58Eff Leverage0.0356Vega