0.21Open0.15Pre Close3.04K Volume1.31K Open Interest31.00Strike Price86.71KTurnover56.12%IV0.78%PremiumJan 10, 2025Expiry Date0.13Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5437Delta0.3975Gamma66.39Leverage Ratio-0.2258Theta-0.0005Rho-36.10Eff Leverage0.0071Vega