8.60Open9.59Pre Close1 Volume44 Open Interest122.00Strike Price860.00Turnover66.61%IV0.60%PremiumDec 6, 2024Expiry Date7.83Intrinsic Value100Multiplier3DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type0.8017Delta0.0347Gamma15.27Leverage Ratio-0.3671Theta0.0084Rho12.24Eff Leverage0.0336Vega