6.90Open6.56Pre Close125 Volume11 Open Interest145.00Strike Price86.85KTurnover57.57%IV5.08%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry7.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4568Delta0.0182Gamma17.40Leverage Ratio-0.1655Theta-0.0452Rho-7.95Eff Leverage0.1510Vega