0.86Open0.70Pre Close1 Volume8 Open Interest10.00Strike Price86.00Turnover114.73%IV0.18%PremiumSep 20, 2024Expiry Date0.84Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9093Delta0.2466Gamma12.60Leverage Ratio-0.0300Theta0.0003Rho11.46Eff Leverage0.0009Vega