2.23Open0.96Pre Close200 Volume661 Open Interest88.50Strike Price86.94KTurnover4257.30%IV0.37%PremiumDec 27, 2024Expiry Date3.84Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.9642Delta0.0371Gamma21.99Leverage Ratio-618.6717Theta0.0000Rho-21.20Eff Leverage0.0000Vega