2.10Open2.95Pre Close4 Volume48 Open Interest36.00Strike Price860.00Turnover71.17%IV4.46%PremiumJan 17, 2025Expiry Date0.57Intrinsic Value100Multiplier9DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type0.5810Delta0.0935Gamma18.52Leverage Ratio-0.0915Theta0.0050Rho10.76Eff Leverage0.0229Vega