4.84Open7.01Pre Close2 Volume3 Open Interest175.00Strike Price860.00Turnover22.58%IV0.17%PremiumSep 6, 2024Expiry Date3.46Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7894Delta0.0717Gamma44.27Leverage Ratio-0.1300Theta-0.0125Rho-34.95Eff Leverage0.0528Vega