86.45Open86.45Pre Close0 Volume46 Open Interest855.00Strike Price0.00Turnover126.76%IV1.72%PremiumDec 13, 2024Expiry Date70.55Intrinsic Value100Multiplier0DDays to Expiry15.90Extrinsic Value100Contract SizeAmericanOptions Type0.9619Delta0.0020Gamma12.99Leverage Ratio-3.6224Theta0.0105Rho12.49Eff Leverage0.0274Vega