0.86Open0.92Pre Close1 Volume17 Open Interest18.50Strike Price86.00Turnover84.30%IV2.27%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.5836Delta0.2311Gamma19.51Leverage Ratio-0.0762Theta-0.0013Rho-11.39Eff Leverage0.0078Vega