12.52Open34.05Pre Close70 Volume54 Open Interest927.50Strike Price86.74KTurnover32.19%IV1.63%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry10.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4321Delta0.0120Gamma87.52Leverage Ratio-1.5323Theta-0.0451Rho-37.82Eff Leverage0.3991Vega