48.90Open50.00Pre Close18 Volume37 Open Interest60.00Strike Price86.50KTurnover518.20%IV0.13%PremiumSep 6, 2024Expiry Date47.12Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9873Delta0.0011Gamma2.27Leverage Ratio-0.1503Theta0.0016Rho2.24Eff Leverage0.0019Vega