1.54Open1.54Pre Close6 Volume0 Open Interest145.00Strike Price864.00Turnover52.36%IV6.06%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry1.42Extrinsic Value100Contract SizeAmericanOptions Type0.2549Delta0.0334Gamma97.23Leverage Ratio-0.2477Theta0.0060Rho24.78Eff Leverage0.0589Vega