0.03Open0.02Pre Close31 Volume21 Open Interest80.00Strike Price86.00Turnover2.95%IV0.19%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2870Delta2.0323Gamma2662.67Leverage Ratio-0.0190Theta0.0012Rho764.31Eff Leverage0.0190Vega