0.32Open0.34Pre Close25 Volume274 Open Interest47.50Strike Price867.00Turnover33.72%IV8.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2001Delta0.0752Gamma109.88Leverage Ratio-0.0236Theta0.0053Rho21.98Eff Leverage0.0309Vega