0.35Open0.40Pre Close2.46K Volume3.46K Open Interest20.00Strike Price86.81KTurnover42.00%IV7.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2707Delta0.1373Gamma49.95Leverage Ratio-0.0142Theta-0.0040Rho-13.52Eff Leverage0.0190Vega