0.04Open0.04Pre Close28 Volume126 Open Interest23.00Strike Price87.00Turnover53.05%IV7.17%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0708Delta0.1393Gamma716.33Leverage Ratio-0.0211Theta0.0001Rho50.74Eff Leverage0.0025Vega