4.30Open5.95Pre Close2 Volume45 Open Interest80.00Strike Price860.00Turnover38.68%IV2.87%PremiumDec 20, 2024Expiry Date1.95Intrinsic Value100Multiplier17DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.6364Delta0.0546Gamma21.71Leverage Ratio-0.0819Theta0.0227Rho13.82Eff Leverage0.0667Vega