4.40Open5.20Pre Close2 Volume177 Open Interest62.50Strike Price860.00Turnover28.32%IV0.69%PremiumDec 20, 2024Expiry Date3.74Intrinsic Value100Multiplier17DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.8455Delta0.0589Gamma15.77Leverage Ratio-0.0346Theta0.0240Rho13.33Eff Leverage0.0339Vega