0.40Open1.03Pre Close22 Volume4.38K Open Interest100.00Strike Price860.00Turnover37.75%IV8.30%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.1028Delta0.0241Gamma289.71Leverage Ratio-0.0535Theta-0.0035Rho-29.77Eff Leverage0.0353Vega