1.00Open0.86Pre Close6 Volume78 Open Interest30.00Strike Price860.00Turnover43.15%IV1.67%PremiumDec 20, 2024Expiry Date1.08Intrinsic Value100Multiplier17DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.6742Delta0.1245Gamma17.27Leverage Ratio-0.0334Theta0.0089Rho11.64Eff Leverage0.0242Vega