0.15Open0.14Pre Close13 Volume431 Open Interest530.00Strike Price86.00Turnover41.37%IV7.28%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0109Delta0.0019Gamma8983.27Leverage Ratio-0.0537Theta0.0003Rho97.54Eff Leverage0.0104Vega