0.06Open0.03Pre Close15 Volume534 Open Interest76.00Strike Price86.00Turnover88.90%IV5.17%PremiumNov 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0495Gamma1446.20Leverage Ratio-0.2682Theta0.0000Rho78.05Eff Leverage0.0027Vega