0.03Open0.03Pre Close54 Volume1.28K Open Interest54.00Strike Price86.00Turnover325.52%IV1.69%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0448Delta0.1741Gamma5492.00Leverage Ratio-7.2458Theta0.0000Rho-245.89Eff Leverage0.0002Vega