0.02Open0.02Pre Close33 Volume430 Open Interest81.00Strike Price86.00Turnover88.97%IV16.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0171Delta0.0085Gamma2312.67Leverage Ratio-0.0272Theta0.0001Rho39.59Eff Leverage0.0024Vega