2.80Open3.75Pre Close3 Volume532 Open Interest11.00Strike Price860.00Turnover106.82%IV4.59%PremiumJan 17, 2025Expiry Date2.29Intrinsic Value100Multiplier25DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.7918Delta0.0773Gamma4.79Leverage Ratio-0.0222Theta0.0053Rho3.79Eff Leverage0.0100Vega