0.11Open0.09Pre Close89 Volume13.13K Open Interest10.00Strike Price860.00Turnover149.84%IV61.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier43DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0172Delta0.0032Gamma259.60Leverage Ratio-0.0064Theta-0.0006Rho-4.47Eff Leverage0.0038Vega