0.03Open0.02Pre Close31 Volume21 Open Interest80.00Strike Price86.00Turnover3.12%IV0.19%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2854Delta2.0107Gamma2662.67Leverage Ratio-0.0208Theta0.0010Rho759.85Eff Leverage0.0181Vega