0.86Open0.71Pre Close1 Volume1.30K Open Interest46.00Strike Price86.00Turnover28.13%IV0.33%PremiumDec 20, 2024Expiry Date0.71Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7064Delta0.2796Gamma49.23Leverage Ratio-0.0614Theta-0.0027Rho-34.78Eff Leverage0.0152Vega