0.50Open0.30Pre Close21 Volume356 Open Interest116.00Strike Price866.00Turnover18.97%IV1.18%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.2676Delta0.1975Gamma302.89Leverage Ratio-0.1411Theta0.0018Rho81.04Eff Leverage0.0289Vega