0.30Open0.40Pre Close3 Volume35 Open Interest23.00Strike Price86.00Turnover27.40%IV1.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4231Delta0.3569Gamma66.17Leverage Ratio-0.0190Theta-0.0027Rho-28.00Eff Leverage0.0157Vega