0.30Open0.30Pre Close21 Volume71 Open Interest84.00Strike Price860.00Turnover60.37%IV6.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1684Delta0.0550Gamma244.03Leverage Ratio-0.1723Theta0.0012Rho41.09Eff Leverage0.0191Vega