1.40Open1.30Pre Close6 Volume42 Open Interest12.00Strike Price860.00Turnover96.78%IV1.51%PremiumDec 20, 2024Expiry Date1.24Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6995Delta0.1023Gamma6.54Leverage Ratio-0.0241Theta0.0051Rho4.57Eff Leverage0.0122Vega