86.76Open86.76Pre Close0 Volume0 Open Interest500.00Strike Price0.00Turnover71.66%IV2.33%PremiumSep 27, 2024Expiry Date73.41Intrinsic Value100Multiplier4DDays to Expiry13.35Extrinsic Value100Contract SizeAmericanOptions Type0.9721Delta0.0015Gamma7.74Leverage Ratio-0.3542Theta0.0506Rho7.52Eff Leverage0.0376Vega