0.85Open1.38Pre Close13 Volume795 Open Interest20.16Strike Price860.00Turnover47.87%IV0.92%PremiumJan 10, 2025Expiry Date0.56Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8090Delta0.4087Gamma32.63Leverage Ratio-0.0572Theta0.0007Rho26.40Eff Leverage0.0038Vega