0.60Open0.28Pre Close1.35K Volume3.37K Open Interest241.00Strike Price86.01KTurnover19.12%IV0.02%PremiumSep 20, 2024Expiry Date0.71Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6540Delta0.3446Gamma276.24Leverage Ratio-1.0490Theta0.0008Rho180.65Eff Leverage0.0206Vega