0.11Open0.13Pre Close6 Volume3 Open Interest1.00Strike Price86.00Turnover143.34%IV13.86%PremiumJan 17, 2025Expiry Date0.01Intrinsic Value100Multiplier23DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5853Delta1.0707Gamma6.73Leverage Ratio-0.0032Theta0.0003Rho3.94Eff Leverage0.0010Vega