0.11Open0.09Pre Close89 Volume13.11K Open Interest10.00Strike Price860.00Turnover157.76%IV61.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier43DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0211Delta0.0036Gamma192.30Leverage Ratio-0.0081Theta-0.0007Rho-4.06Eff Leverage0.0045Vega