0.60Open0.55Pre Close1.68K Volume11.06K Open Interest1.00Strike Price86.24KTurnover225.33%IV4.32%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier17DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8224Delta0.3851Gamma2.93Leverage Ratio-0.0053Theta0.0003Rho2.41Eff Leverage0.0008Vega