0.03Open0.05Pre Close20 Volume462 Open Interest9.50Strike Price86.00Turnover124.03%IV15.50%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1013Delta0.2039Gamma206.50Leverage Ratio-0.0262Theta0.0001Rho20.91Eff Leverage0.0012Vega