0.30Open0.40Pre Close3 Volume35 Open Interest23.00Strike Price86.00Turnover26.18%IV2.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4149Delta0.3714Gamma77.35Leverage Ratio-0.0180Theta-0.0027Rho-32.09Eff Leverage0.0157Vega