0.59Open0.65Pre Close795 Volume718 Open Interest775.00Strike Price86.33KTurnover31.83%IV1.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.58Extrinsic Value100Contract SizeAmericanOptions Type0.1940Delta0.0211Gamma483.72Leverage Ratio-1.3850Theta0.0042Rho93.85Eff Leverage0.1122Vega