0.49Open0.35Pre Close4.43K Volume8.13K Open Interest5.50Strike Price86.36KTurnover944.87%IV-0.85%PremiumSep 27, 2024Expiry Date0.20Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9020Delta1.5742Gamma6.24Leverage Ratio-5.4102Theta0.0000Rho-5.63Eff Leverage0.0000Vega