0.30Open0.40Pre Close3 Volume35 Open Interest23.00Strike Price86.00Turnover25.24%IV2.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4029Delta0.3821Gamma71.40Leverage Ratio-0.0172Theta-0.0026Rho-28.76Eff Leverage0.0156Vega