0.30Open0.45Pre Close21 Volume574 Open Interest17.50Strike Price867.00Turnover42.19%IV2.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4511Delta0.3135Gamma39.09Leverage Ratio-0.0233Theta-0.0022Rho-17.63Eff Leverage0.0119Vega