4.30Open4.10Pre Close2 Volume73 Open Interest50.00Strike Price860.00Turnover43.63%IV2.96%PremiumOct 18, 2024Expiry Date2.74Intrinsic Value100Multiplier19DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.7279Delta0.0626Gamma13.88Leverage Ratio-0.0504Theta0.0184Rho10.10Eff Leverage0.0403Vega