0.07Open0.26Pre Close10 Volume2.88K Open Interest582.50Strike Price86.00Turnover49.44%IV2.25%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0187Delta0.0063Gamma9166.31Leverage Ratio-0.6849Theta-0.0001Rho-171.58Eff Leverage0.0068Vega