0.15Open0.20Pre Close37 Volume38 Open Interest11.00Strike Price863.00Turnover365.48%IV21.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1878Delta0.1492Gamma54.24Leverage Ratio-0.1699Theta0.0000Rho10.19Eff Leverage0.0013Vega