0.08Open0.38Pre Close13 Volume214 Open Interest41.00Strike Price87.00Turnover73.55%IV10.02%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0332Delta0.0282Gamma1299.71Leverage Ratio-0.0303Theta-0.0001Rho-43.20Eff Leverage0.0026Vega