0.20Open0.10Pre Close103 Volume1.90K Open Interest2.50Strike Price860.00Turnover102.42%IV11.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2670Delta0.7295Gamma34.13Leverage Ratio-0.0079Theta-0.0002Rho-9.11Eff Leverage0.0014Vega