0.16Open0.20Pre Close5 Volume720 Open Interest2.50Strike Price86.00Turnover190.21%IV0.44%PremiumDec 13, 2024Expiry Date0.21Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8750Delta1.2178Gamma10.41Leverage Ratio-0.0310Theta0.0000Rho-9.11Eff Leverage0.0002Vega