0.49Open0.35Pre Close4.43K Volume8.13K Open Interest5.50Strike Price86.36KTurnover1089.35%IV-0.85%PremiumSep 27, 2024Expiry Date0.20Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8124Delta1.8188Gamma6.24Leverage Ratio-8.5453Theta0.0000Rho-5.07Eff Leverage0.0000Vega