0.01Open0.04Pre Close56 Volume234 Open Interest13.50Strike Price86.00Turnover69.46%IV14.17%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0429Gamma1571.89Leverage Ratio-0.0058Theta0.0000Rho-34.10Eff Leverage0.0009Vega