1.05Open5.30Pre Close8 Volume9 Open Interest30.00Strike Price860.00Turnover85.92%IV2.81%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier6DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.5543Delta0.1175Gamma20.51Leverage Ratio-0.1154Theta0.0026Rho11.37Eff Leverage0.0155Vega