8.60Open9.90Pre Close1 Volume115 Open Interest100.00Strike Price860.00Turnover34.31%IV0.47%PremiumDec 20, 2024Expiry Date8.09Intrinsic Value100Multiplier23DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.8363Delta0.0266Gamma11.75Leverage Ratio-0.0599Theta0.0510Rho9.83Eff Leverage0.0669Vega