4.84Open7.01Pre Close2 Volume3 Open Interest175.00Strike Price860.00Turnover22.18%IV0.17%PremiumSep 6, 2024Expiry Date3.46Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7889Delta0.0718Gamma44.27Leverage Ratio-0.1250Theta-0.0129Rho-34.92Eff Leverage0.0539Vega