0.86Open1.12Pre Close1 Volume514 Open Interest57.50Strike Price86.00Turnover40.51%IV7.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.2992Delta0.0659Gamma57.09Leverage Ratio-0.0458Theta0.0088Rho17.08Eff Leverage0.0451Vega