0.30Open0.20Pre Close30 Volume110 Open Interest17.50Strike Price860.00Turnover41.88%IV8.70%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.2131Delta0.1484Gamma75.44Leverage Ratio-0.0123Theta-0.0024Rho-16.08Eff Leverage0.0136Vega