8.60Open7.70Pre Close1 Volume157 Open Interest125.00Strike Price860.00Turnover34.12%IV2.10%PremiumDec 20, 2024Expiry Date5.85Intrinsic Value100Multiplier20DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.7401Delta0.0311Gamma16.67Leverage Ratio-0.0963Theta0.0485Rho12.34Eff Leverage0.0990Vega