0.83Open0.53Pre Close8.06K Volume4.98K Open Interest16.50Strike Price860.53KTurnover107.88%IV2.09%PremiumOct 18, 2024Expiry Date0.75Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6202Delta0.1950Gamma15.47Leverage Ratio-0.0965Theta0.0011Rho9.59Eff Leverage0.0069Vega