0.05Open0.20Pre Close12 Volume66 Open Interest195.00Strike Price86.00Turnover424.93%IV0.87%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0810Delta0.1101Gamma3867.20Leverage Ratio-98.8677Theta0.0000Rho313.22Eff Leverage0.0005Vega