87.02Open87.02Pre Close0 Volume2 Open Interest145.00Strike Price0.00Turnover431.66%IV4.33%PremiumSep 6, 2024Expiry Date77.38Intrinsic Value100Multiplier0DDays to Expiry9.64Extrinsic Value100Contract SizeAmericanOptions Type0.9953Delta0.0004Gamma2.87Leverage Ratio-0.4169Theta0.0022Rho2.86Eff Leverage0.0012Vega