0.15Open0.20Pre Close37 Volume38 Open Interest11.00Strike Price863.00Turnover345.81%IV22.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1948Delta0.1607Gamma53.53Leverage Ratio-0.1700Theta0.0000Rho10.43Eff Leverage0.0014Vega