0.40Open0.34Pre Close2 Volume333 Open Interest24.50Strike Price86.00Turnover29.43%IV0.17%PremiumDec 27, 2024Expiry Date0.42Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8748Delta0.5819Gamma54.73Leverage Ratio-0.0369Theta-0.0005Rho-47.88Eff Leverage0.0025Vega