0.82Open0.66Pre Close576 Volume1.72K Open Interest34.50Strike Price86.01KTurnover46.91%IV0.55%PremiumJul 26, 2024Expiry Date1.52Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7878Delta0.1647Gamma19.29Leverage Ratio-0.0506Theta-0.0031Rho-15.19Eff Leverage0.0110Vega