0.22Open0.26Pre Close4 Volume57 Open Interest24.00Strike Price86.00Turnover33.09%IV7.86%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1775Delta0.1157Gamma114.80Leverage Ratio-0.0110Theta-0.0030Rho-20.38Eff Leverage0.0177Vega