0.70Open0.90Pre Close12 Volume1.33K Open Interest120.00Strike Price863.00Turnover29.02%IV4.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.2303Delta0.0496Gamma143.80Leverage Ratio-0.0793Theta0.0087Rho33.11Eff Leverage0.0642Vega