0.35Open0.29Pre Close1.74K Volume2.87K Open Interest16.50Strike Price86.70KTurnover57.58%IV1.12%PremiumDec 6, 2024Expiry Date0.43Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6903Delta0.3737Gamma26.87Leverage Ratio-0.0532Theta0.0010Rho18.55Eff Leverage0.0058Vega