0.21Open0.15Pre Close3.04K Volume1.31K Open Interest31.00Strike Price86.71KTurnover47.07%IV0.78%PremiumJan 10, 2025Expiry Date0.13Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5429Delta0.3968Gamma66.39Leverage Ratio-0.1365Theta-0.0008Rho-36.04Eff Leverage0.0084Vega