0.44Open0.73Pre Close21 Volume189 Open Interest13.50Strike Price865.00Turnover52.78%IV0.98%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6416Delta0.6676Gamma43.54Leverage Ratio-0.0489Theta-0.0005Rho-27.94Eff Leverage0.0040Vega