0.30Open0.80Pre Close79 Volume106 Open Interest66.00Strike Price860.00Turnover53.34%IV5.80%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0650Delta0.0457Gamma874.75Leverage Ratio-0.0677Theta-0.0002Rho-56.87Eff Leverage0.0066Vega