0.88Open10.20Pre Close12 Volume12 Open Interest832.50Strike Price860.00Turnover86.08%IV8.55%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0013Gamma6670.04Leverage Ratio-0.6793Theta0.0002Rho84.89Eff Leverage0.0100Vega