0.88Open10.20Pre Close12 Volume12 Open Interest832.50Strike Price860.00Turnover83.84%IV8.61%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0130Delta0.0013Gamma6666.26Leverage Ratio-0.6746Theta0.0002Rho86.59Eff Leverage0.0102Vega