2.52Open2.24Pre Close380 Volume75 Open Interest21.00Strike Price86.88KTurnover181.36%IV7.09%PremiumSep 11, 2024Expiry Date1.10Intrinsic Value100Multiplier6DDays to Expiry1.41Extrinsic Value100Contract SizeEuropeanOptions Type-0.5573Delta0.0934Gamma8.56Leverage Ratio-0.1650Theta-0.0018Rho-4.77Eff Leverage0.0092Vega