0.30Open0.31Pre Close2.12K Volume2.60K Open Interest3.00Strike Price87.88KTurnover128.83%IV12.34%PremiumAug 16, 2024Expiry Date0.16Intrinsic Value100Multiplier24DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.6305Delta0.3564Gamma6.32Leverage Ratio-0.0084Theta0.0010Rho3.98Eff Leverage0.0031Vega