8.60Open10.80Pre Close1 Volume284 Open Interest95.00Strike Price860.00Turnover39.39%IV0.76%PremiumJan 17, 2025Expiry Date7.82Intrinsic Value100Multiplier20DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type0.8229Delta0.0273Gamma11.42Leverage Ratio-0.0705Theta0.0418Rho9.40Eff Leverage0.0628Vega