0.51Open0.60Pre Close2 Volume45 Open Interest121.12Strike Price86.00Turnover128.41%IV27.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0774Delta0.0095Gamma190.18Leverage Ratio-0.1825Theta0.0011Rho14.72Eff Leverage0.0172Vega