0.05Open0.11Pre Close124 Volume82 Open Interest10.00Strike Price868.00Turnover5045.12%IV5.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1921Delta0.4260Gamma150.29Leverage Ratio-165.6933Theta0.0000Rho-28.87Eff Leverage0.0000Vega