4.30Open4.12Pre Close2 Volume349 Open Interest100.00Strike Price860.00Turnover58.58%IV7.29%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry4.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3819Delta0.0240Gamma22.20Leverage Ratio-0.1161Theta-0.0276Rho-8.48Eff Leverage0.1038Vega