0.07Open0.10Pre Close13 Volume51 Open Interest71.00Strike Price86.00Turnover39.44%IV7.68%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0335Delta0.0222Gamma1708.00Leverage Ratio-0.0239Theta-0.0003Rho-57.28Eff Leverage0.0063Vega