0.22Open0.30Pre Close19 Volume507 Open Interest385.00Strike Price86.00Turnover45.38%IV7.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0109Delta0.0020Gamma7593.55Leverage Ratio-0.0522Theta-0.0002Rho-82.84Eff Leverage0.0092Vega