0.15Open0.20Pre Close37 Volume38 Open Interest11.00Strike Price863.00Turnover343.62%IV22.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1957Delta0.1621Gamma53.78Leverage Ratio-0.1700Theta0.0000Rho10.52Eff Leverage0.0014Vega