0.13Open0.05Pre Close18 Volume284 Open Interest152.50Strike Price86.00Turnover29.58%IV6.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0163Delta0.0080Gamma5425.67Leverage Ratio-0.0197Theta-0.0003Rho-88.61Eff Leverage0.0070Vega