0.09Open0.05Pre Close16 Volume1.57K Open Interest47.50Strike Price87.00Turnover102.65%IV14.96%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0664Delta0.0207Gamma293.74Leverage Ratio-0.0855Theta-0.0004Rho-19.52Eff Leverage0.0078Vega