0.21Open0.32Pre Close5 Volume48 Open Interest227.50Strike Price86.00Turnover26.78%IV4.50%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0394Delta0.0136Gamma2380.60Leverage Ratio-0.0627Theta-0.0008Rho-93.70Eff Leverage0.0198Vega