0.06Open0.03Pre Close15 Volume538 Open Interest76.00Strike Price86.00Turnover102.90%IV5.17%PremiumNov 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0540Delta0.0494Gamma1446.20Leverage Ratio-0.3591Theta0.0000Rho78.03Eff Leverage0.0024Vega