0.86Open0.71Pre Close1 Volume1.30K Open Interest46.00Strike Price86.00Turnover27.91%IV0.33%PremiumDec 20, 2024Expiry Date0.71Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7063Delta0.2796Gamma49.23Leverage Ratio-0.0603Theta-0.0027Rho-34.77Eff Leverage0.0153Vega