0.43Open0.43Pre Close2 Volume94 Open Interest49.00Strike Price86.00Turnover62.77%IV2.79%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.3345Delta0.1831Gamma111.84Leverage Ratio-0.2682Theta0.0007Rho37.41Eff Leverage0.0115Vega