11.94Open13.10Pre Close72 Volume681 Open Interest140.00Strike Price86.10KTurnover56.38%IV0.54%PremiumJul 19, 2024Expiry Date11.30Intrinsic Value100Multiplier4DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.9030Delta0.0184Gamma12.79Leverage Ratio-0.1934Theta0.0150Rho11.55Eff Leverage0.0284Vega