1.40Open0.73Pre Close491 Volume696 Open Interest2.50Strike Price86.70KTurnover260.59%IV6.02%PremiumDec 20, 2024Expiry Date1.32Intrinsic Value100Multiplier21DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.8405Delta0.1022Gamma2.39Leverage Ratio-0.0142Theta0.0009Rho2.01Eff Leverage0.0022Vega