5.60Open5.20Pre Close166 Volume284 Open Interest90.00Strike Price86.76KTurnover59.95%IV6.67%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry5.60Extrinsic Value100Contract SizeAmericanOptions Type0.5294Delta0.0284Gamma16.15Leverage Ratio-0.1195Theta0.0284Rho8.55Eff Leverage0.0929Vega