0.20Open2.08Pre Close3 Volume545 Open Interest550.00Strike Price86.00Turnover49.92%IV19.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0013Gamma1391.39Leverage Ratio-0.0909Theta0.0031Rho31.61Eff Leverage0.0433Vega