0.24Open0.55Pre Close3.49K Volume7.21K Open Interest31.50Strike Price86.31KTurnover514.54%IV0.79%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5399Delta0.0631Gamma12.57Leverage Ratio-2.3342Theta0.0002Rho6.79Eff Leverage0.0049Vega