0.13Open0.09Pre Close8 Volume535 Open Interest9.00Strike Price86.00Turnover95.83%IV40.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1046Delta0.1177Gamma92.43Leverage Ratio-0.0062Theta0.0004Rho9.67Eff Leverage0.0029Vega