0.30Open0.40Pre Close3 Volume35 Open Interest23.00Strike Price86.00Turnover27.96%IV1.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4234Delta0.3573Gamma66.17Leverage Ratio-0.0198Theta-0.0026Rho-28.02Eff Leverage0.0154Vega