8.60Open11.20Pre Close1 Volume1 Open Interest88.00Strike Price860.00Turnover3111.66%IV0.61%PremiumNov 29, 2024Expiry Date8.11Intrinsic Value100Multiplier0DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.9679Delta0.0177Gamma9.83Leverage Ratio-140.3540Theta0.0000Rho-9.52Eff Leverage0.0001Vega