0.15Open0.20Pre Close37 Volume38 Open Interest11.00Strike Price863.00Turnover354.17%IV21.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1930Delta0.1578Gamma54.25Leverage Ratio-0.1700Theta0.0000Rho10.47Eff Leverage0.0013Vega