0.11Open0.15Pre Close39 Volume820 Open Interest125.00Strike Price859.00Turnover32.70%IV11.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.0681Delta0.0167Gamma487.22Leverage Ratio-0.0309Theta0.0034Rho33.19Eff Leverage0.0317Vega