1.73Open1.76Pre Close5 Volume19 Open Interest9.50Strike Price860.00Turnover96.28%IV0.09%PremiumDec 27, 2024Expiry Date1.68Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9900Delta0.0334Gamma6.64Leverage Ratio-0.0038Theta0.0005Rho6.57Eff Leverage0.0002Vega