0.06Open0.07Pre Close5.53K Volume4.64K Open Interest43.00Strike Price86.72KTurnover21.66%IV2.06%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2150Delta0.3222Gamma384.09Leverage Ratio-0.0386Theta0.0009Rho82.60Eff Leverage0.0122Vega