0.35Open0.86Pre Close33 Volume71 Open Interest67.50Strike Price863.00Turnover36.86%IV7.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0740Delta0.0454Gamma627.40Leverage Ratio-0.0320Theta0.0008Rho46.40Eff Leverage0.0117Vega