0.06Open0.07Pre Close4.06K Volume3.75K Open Interest17.50Strike Price87.98KTurnover58.21%IV0.29%PremiumJul 26, 2024Expiry Date0.40Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8081Delta0.6141Gamma38.43Leverage Ratio-0.0816Theta-0.0003Rho-31.05Eff Leverage0.0021Vega