10.50Open9.74Pre Close810 Volume776 Open Interest79.00Strike Price860.63KTurnover81.45%IV1.75%PremiumDec 20, 2024Expiry Date9.46Intrinsic Value100Multiplier5DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9064Delta0.0263Gamma7.17Leverage Ratio-0.0996Theta-0.0074Rho-6.50Eff Leverage0.0133Vega