0.86Open0.80Pre Close1 Volume7 Open Interest103.00Strike Price86.00Turnover26.30%IV0.52%PremiumDec 27, 2024Expiry Date0.32Intrinsic Value100Multiplier0DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7755Delta0.6616Gamma258.30Leverage Ratio-0.6865Theta0.0002Rho200.32Eff Leverage0.0052Vega