0.15Open0.20Pre Close37 Volume38 Open Interest11.00Strike Price863.00Turnover356.87%IV24.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1873Delta0.1483Gamma52.96Leverage Ratio-0.1691Theta0.0000Rho9.92Eff Leverage0.0014Vega