2.83Open4.60Pre Close268 Volume73 Open Interest297.50Strike Price87.18KTurnover21.36%IV0.37%PremiumJul 26, 2024Expiry Date2.13Intrinsic Value100Multiplier2DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.6674Delta0.0693Gamma88.13Leverage Ratio-0.4581Theta0.0132Rho58.81Eff Leverage0.0891Vega