0.86Open0.95Pre Close1 Volume11 Open Interest2.50Strike Price86.00Turnover135.97%IV-2.50%PremiumAug 16, 2024Expiry Date0.90Intrinsic Value100Multiplier23DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8723Delta0.4003Gamma1.73Leverage Ratio-0.0022Theta-0.0010Rho-1.51Eff Leverage0.0008Vega