0.10Open0.35Pre Close9 Volume164 Open Interest157.50Strike Price86.00Turnover31.52%IV5.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0532Delta0.0241Gamma1499.20Leverage Ratio-0.0631Theta0.0007Rho79.79Eff Leverage0.0155Vega