0.07Open0.10Pre Close13 Volume51 Open Interest71.00Strike Price86.00Turnover39.61%IV7.50%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0337Delta0.0224Gamma1704.67Leverage Ratio-0.0242Theta-0.0003Rho-57.43Eff Leverage0.0063Vega