4.30Open4.54Pre Close2 Volume1.22K Open Interest17.50Strike Price860.00Turnover147.98%IV0.60%PremiumJan 17, 2025Expiry Date4.22Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9864Delta0.0244Gamma3.14Leverage Ratio-0.0050Theta-0.0006Rho-3.10Eff Leverage0.0004Vega