0.10Open0.35Pre Close9 Volume164 Open Interest157.50Strike Price86.00Turnover29.23%IV5.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0436Delta0.0217Gamma1998.93Leverage Ratio-0.0480Theta0.0006Rho87.12Eff Leverage0.0134Vega