4.30Open4.30Pre Close2 Volume372 Open Interest230.00Strike Price860.00Turnover16.31%IV-0.06%PremiumDec 20, 2024Expiry Date4.44Intrinsic Value100Multiplier7DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8046Delta0.0588Gamma46.51Leverage Ratio-0.0857Theta-0.0246Rho-37.42Eff Leverage0.0839Vega