0.30Open0.40Pre Close3 Volume35 Open Interest23.00Strike Price86.00Turnover26.35%IV2.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.3899Delta0.3613Gamma84.60Leverage Ratio-0.0179Theta-0.0025Rho-32.98Eff Leverage0.0155Vega