0.74Open0.93Pre Close1.53K Volume1.43K Open Interest8.00Strike Price86.14KTurnover78.20%IV0.33%PremiumNov 1, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8939Delta0.5726Gamma17.02Leverage Ratio-0.0152Theta-0.0002Rho-15.22Eff Leverage0.0008Vega