0.05Open0.04Pre Close20 Volume756 Open Interest4.00Strike Price86.00Turnover202.64%IV20.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1749Delta0.4495Gamma67.20Leverage Ratio-0.0279Theta0.0000Rho11.75Eff Leverage0.0007Vega