0.20Open0.27Pre Close7 Volume853 Open Interest41.50Strike Price86.00Turnover37.35%IV4.05%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0949Delta0.1268Gamma719.67Leverage Ratio-0.0401Theta-0.0003Rho-68.31Eff Leverage0.0060Vega