0.85Open1.38Pre Close13 Volume795 Open Interest20.16Strike Price860.00Turnover43.44%IV0.92%PremiumJan 10, 2025Expiry Date0.56Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8104Delta0.4086Gamma32.63Leverage Ratio-0.0479Theta0.0009Rho26.44Eff Leverage0.0041Vega