0.01Open0.02Pre Close87 Volume3 Open Interest61.00Strike Price87.00Turnover62.41%IV16.83%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0072Gamma5222.00Leverage Ratio-0.0074Theta0.0000Rho47.10Eff Leverage0.0013Vega