0.30Open0.40Pre Close3 Volume33 Open Interest23.00Strike Price86.00Turnover24.27%IV1.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4142Delta0.4138Gamma66.17Leverage Ratio-0.0172Theta-0.0025Rho-27.41Eff Leverage0.0152Vega