0.30Open0.27Pre Close34 Volume1.92K Open Interest35.00Strike Price861.00Turnover145.66%IV77.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0921Delta0.0223Gamma72.04Leverage Ratio-0.0253Theta0.0010Rho6.64Eff Leverage0.0084Vega