8.60Open7.20Pre Close1 Volume356 Open Interest23.00Strike Price860.00Turnover62.23%IV0.25%PremiumDec 20, 2024Expiry Date8.52Intrinsic Value100Multiplier27DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9745Delta0.0110Gamma3.64Leverage Ratio-0.0083Theta0.0166Rho3.55Eff Leverage0.0051Vega