4.30Open5.10Pre Close2 Volume495 Open Interest40.00Strike Price860.00Turnover29.33%IV0.56%PremiumDec 20, 2024Expiry Date4.10Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.9437Delta0.0690Gamma8.70Leverage Ratio-0.0044Theta-0.0087Rho-8.21Eff Leverage0.0095Vega