0.88Open10.20Pre Close12 Volume12 Open Interest832.50Strike Price860.00Turnover89.16%IV8.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0123Delta0.0012Gamma6655.48Leverage Ratio-0.6766Theta0.0001Rho81.97Eff Leverage0.0098Vega