0.68Open1.07Pre Close17 Volume329 Open Interest100.00Strike Price872.00Turnover39.95%IV4.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.1833Delta0.0494Gamma190.07Leverage Ratio-0.1171Theta-0.0031Rho-34.85Eff Leverage0.0357Vega