4.30Open1.57Pre Close2 Volume5 Open Interest29.00Strike Price860.00Turnover158.36%IV0.51%PremiumSep 20, 2024Expiry Date4.13Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.8537Delta0.0510Gamma7.36Leverage Ratio-0.1932Theta0.0017Rho6.29Eff Leverage0.0065Vega