0.30Open0.40Pre Close3 Volume35 Open Interest23.00Strike Price86.00Turnover28.12%IV1.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4235Delta0.3574Gamma66.17Leverage Ratio-0.0201Theta-0.0026Rho-28.03Eff Leverage0.0153Vega