0.11Open0.11Pre Close10 Volume945 Open Interest29.50Strike Price86.00Turnover27.01%IV1.51%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2916Delta0.5652Gamma277.52Leverage Ratio-0.0532Theta0.0005Rho80.92Eff Leverage0.0077Vega