51.70Open23.10Pre Close188 Volume258 Open Interest665.00Strike Price860.41KTurnover69.22%IV0.83%PremiumAug 2, 2024Expiry Date36.65Intrinsic Value100Multiplier2DDays to Expiry5.85Extrinsic Value100Contract SizeAmericanOptions Type0.8485Delta0.0062Gamma17.59Leverage Ratio-2.0348Theta0.0335Rho14.92Eff Leverage0.1279Vega