0.06Open0.10Pre Close19 Volume210 Open Interest16.00Strike Price86.00Turnover34.52%IV5.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1210Delta0.2942Gamma378.75Leverage Ratio-0.0110Theta0.0003Rho45.82Eff Leverage0.0040Vega