2.80Open2.65Pre Close3 Volume20 Open Interest270.00Strike Price866.00Turnover13.66%IV1.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.93Extrinsic Value100Contract SizeAmericanOptions Type0.4976Delta0.0436Gamma75.79Leverage Ratio-0.0971Theta0.0809Rho37.71Eff Leverage0.2674Vega