4.30Open4.00Pre Close2 Volume54 Open Interest42.50Strike Price860.00Turnover65.52%IV2.54%PremiumMay 16, 2025Expiry Date3.14Intrinsic Value100Multiplier15DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.7296Delta0.0541Gamma10.61Leverage Ratio-0.0703Theta0.0121Rho7.74Eff Leverage0.0309Vega