0.24Open0.55Pre Close3.49K Volume7.21K Open Interest31.50Strike Price86.31KTurnover395.28%IV0.79%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5400Delta0.0632Gamma12.57Leverage Ratio-1.3786Theta0.0004Rho6.79Eff Leverage0.0063Vega