1.30Open1.40Pre Close631 Volume2.46K Open Interest57.00Strike Price86.70KTurnover71.73%IV1.67%PremiumOct 11, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.5859Delta0.1348Gamma39.82Leverage Ratio-0.3786Theta0.0016Rho23.33Eff Leverage0.0157Vega