0.35Open0.31Pre Close9 Volume19 Open Interest78.00Strike Price287.00Turnover2.45%IV0.06%PremiumAug 2, 2024Expiry Date0.22Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9116Delta0.8236Gamma289.70Leverage Ratio-0.0143Theta0.0073Rho264.09Eff Leverage0.0121Vega