0.75Open0.10Pre Close2 Volume181 Open Interest300.00Strike Price86.00Turnover54.12%IV10.51%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0226Delta0.0040Gamma2468.73Leverage Ratio-0.0865Theta0.0005Rho55.74Eff Leverage0.0132Vega