29.80Open29.00Pre Close29 Volume152 Open Interest100.00Strike Price86.42KTurnover56.79%IV0.22%PremiumDec 20, 2024Expiry Date29.52Intrinsic Value100Multiplier21DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9753Delta0.0032Gamma4.32Leverage Ratio-0.0348Theta0.0567Rho4.22Eff Leverage0.0182Vega