86.90Open86.90Pre Close0 Volume2 Open Interest140.00Strike Price0.00Turnover775.45%IV0.28%PremiumDec 20, 2024Expiry Date86.27Intrinsic Value100Multiplier0DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.9809Delta0.0008Gamma2.61Leverage Ratio-3.2898Theta0.0014Rho2.56Eff Leverage0.0034Vega