0.35Open0.25Pre Close3 Volume5 Open Interest15.00Strike Price86.00Turnover11.30%IV1.95%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5051Delta0.7915Gamma74.84Leverage Ratio-0.0041Theta0.0065Rho37.80Eff Leverage0.0178Vega