1.30Open1.40Pre Close631 Volume2.46K Open Interest57.00Strike Price86.70KTurnover73.58%IV1.67%PremiumOct 11, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.5858Delta0.1347Gamma39.82Leverage Ratio-0.4030Theta0.0015Rho23.33Eff Leverage0.0153Vega