4.30Open5.50Pre Close2 Volume222 Open Interest210.00Strike Price860.00Turnover30.53%IV3.21%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry4.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4052Delta0.0270Gamma48.30Leverage Ratio-0.1475Theta-0.0395Rho-19.57Eff Leverage0.1829Vega