0.01Open0.01Pre Close86 Volume50 Open Interest40.50Strike Price86.00Turnover95.81%IV21.45%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0060Delta0.0033Gamma5155.00Leverage Ratio-0.0077Theta0.0000Rho-30.76Eff Leverage0.0009Vega