4.50Open4.68Pre Close2 Volume48 Open Interest102.00Strike Price860.00Turnover34.86%IV4.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry4.10Extrinsic Value100Contract SizeAmericanOptions Type0.5267Delta0.0381Gamma23.95Leverage Ratio-0.0720Theta0.0429Rho12.61Eff Leverage0.1194Vega