0.03Open0.12Pre Close29 Volume753 Open Interest47.50Strike Price86.00Turnover166.50%IV13.74%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0199Delta0.0120Gamma1834.33Leverage Ratio-0.1271Theta0.0000Rho-36.48Eff Leverage0.0012Vega