0.12Open0.20Pre Close6 Volume20 Open Interest27.00Strike Price87.00Turnover119.66%IV2.86%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3913Delta0.1297Gamma31.77Leverage Ratio-0.2119Theta-0.0009Rho-12.43Eff Leverage0.0095Vega