0.08Open0.85Pre Close10 Volume45 Open Interest80.00Strike Price87.00Turnover33.87%IV5.27%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0552Gamma845.33Leverage Ratio-0.0462Theta0.0006Rho65.28Eff Leverage0.0112Vega