4.37Open4.50Pre Close2 Volume90 Open Interest175.00Strike Price863.00Turnover56.31%IV9.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2565Delta0.0125Gamma43.97Leverage Ratio-0.1901Theta-0.0282Rho-11.28Eff Leverage0.1472Vega