0.22Open0.30Pre Close19 Volume507 Open Interest385.00Strike Price86.00Turnover45.66%IV8.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0108Delta0.0019Gamma7608.55Leverage Ratio-0.0522Theta-0.0002Rho-82.31Eff Leverage0.0092Vega