0.17Open0.29Pre Close5 Volume688 Open Interest19.00Strike Price86.00Turnover21.90%IV3.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2633Delta0.3073Gamma111.94Leverage Ratio-0.0072Theta-0.0029Rho-29.47Eff Leverage0.0159Vega