2.36Open2.28Pre Close3.07K Volume26.76K Open Interest600.00Strike Price864.58KTurnover75.92%IV49.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier38DDays to Expiry2.68Extrinsic Value100Contract SizeAmericanOptions Type0.0688Delta0.0013Gamma146.03Leverage Ratio-0.1730Theta0.0260Rho10.05Eff Leverage0.1722Vega