0.02Open0.14Pre Close13 Volume709 Open Interest200.00Strike Price86.00Turnover32.10%IV9.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0227Delta0.0064Gamma2600.71Leverage Ratio-0.0272Theta0.0008Rho59.11Eff Leverage0.0141Vega
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