0.86Open1.10Pre Close1 Volume125 Open Interest40.50Strike Price86.00Turnover17.09%IV1.63%PremiumNov 29, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.6285Delta0.5256Gamma88.47Leverage Ratio-0.0402Theta0.0027Rho55.60Eff Leverage0.0159Vega