2.93Open2.51Pre Close3 Volume929 Open Interest145.00Strike Price865.00Turnover17.62%IV1.69%PremiumJan 17, 2025Expiry Date0.31Intrinsic Value100Multiplier21DDays to Expiry2.46Extrinsic Value100Contract SizeAmericanOptions Type0.5522Delta0.0637Gamma51.44Leverage Ratio-0.0672Theta0.0455Rho28.40Eff Leverage0.1393Vega