0.13Open0.20Pre Close7 Volume150 Open Interest36.00Strike Price86.00Turnover45.40%IV7.85%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1756Delta0.1051Gamma148.84Leverage Ratio-0.0339Theta0.0015Rho26.14Eff Leverage0.0140Vega