0.51Open1.36Pre Close1.70K Volume542 Open Interest36.00Strike Price86.82KTurnover41.38%IV0.80%PremiumJul 26, 2024Expiry Date0.19Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6119Delta0.5399Gamma92.79Leverage Ratio-0.1731Theta0.0005Rho56.78Eff Leverage0.0066Vega