2.15Open2.20Pre Close4 Volume119 Open Interest60.00Strike Price860.00Turnover42.02%IV6.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type0.4423Delta0.0629Gamma30.04Leverage Ratio-0.0555Theta0.0156Rho13.29Eff Leverage0.0590Vega