0.01Open0.04Pre Close55 Volume1.14K Open Interest205.00Strike Price87.00Turnover84.95%IV13.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0262Delta0.0051Gamma1565.83Leverage Ratio-0.1048Theta0.0003Rho41.02Eff Leverage0.0084Vega