0.07Open0.26Pre Close10 Volume2.88K Open Interest582.50Strike Price86.00Turnover45.93%IV2.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0135Delta0.0055Gamma6638.22Leverage Ratio-0.5072Theta0.0000Rho-89.67Eff Leverage0.0048Vega