0.03Open0.02Pre Close31 Volume21 Open Interest80.00Strike Price86.00Turnover7.45%IV0.19%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2727Delta1.8509Gamma2662.67Leverage Ratio-0.0937Theta0.0002Rho726.20Eff Leverage0.0080Vega