8.60Open9.59Pre Close1 Volume44 Open Interest122.00Strike Price860.00Turnover65.91%IV2.38%PremiumDec 6, 2024Expiry Date5.56Intrinsic Value100Multiplier3DDays to Expiry3.04Extrinsic Value100Contract SizeAmericanOptions Type0.7664Delta0.0390Gamma18.62Leverage Ratio-0.4034Theta0.0080Rho14.27Eff Leverage0.0364Vega