0.71Open0.76Pre Close2.32K Volume922 Open Interest52.00Strike Price86.49KTurnover25.62%IV0.83%PremiumSep 27, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.5355Delta0.2821Gamma82.24Leverage Ratio-0.0690Theta-0.0029Rho-44.04Eff Leverage0.0219Vega