2.05Open3.26Pre Close425 Volume6.84K Open Interest85.00Strike Price86.90KTurnover40.22%IV0.93%PremiumDec 20, 2024Expiry Date1.06Intrinsic Value100Multiplier3DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.6359Delta0.1118Gamma44.13Leverage Ratio-0.2038Theta0.0050Rho28.06Eff Leverage0.0314Vega