2.83Open4.60Pre Close268 Volume73 Open Interest297.50Strike Price87.18KTurnover21.18%IV0.38%PremiumJul 26, 2024Expiry Date2.11Intrinsic Value100Multiplier2DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.6314Delta0.0728Gamma88.77Leverage Ratio-0.4731Theta0.0124Rho56.05Eff Leverage0.0923Vega