8.60Open9.90Pre Close1 Volume115 Open Interest100.00Strike Price860.00Turnover34.58%IV0.47%PremiumDec 20, 2024Expiry Date8.09Intrinsic Value100Multiplier22DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.8359Delta0.0266Gamma11.75Leverage Ratio-0.0606Theta0.0503Rho9.82Eff Leverage0.0665Vega