0.02Open0.04Pre Close34 Volume565 Open Interest18.50Strike Price86.00Turnover31.39%IV1.20%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2350Delta1.1982Gamma523.14Leverage Ratio-0.0554Theta0.0001Rho122.92Eff Leverage0.0025Vega