0.17Open0.15Pre Close5 Volume3.02K Open Interest50.00Strike Price87.00Turnover30.29%IV4.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1667Delta0.1453Gamma321.60Leverage Ratio-0.0433Theta0.0011Rho53.62Eff Leverage0.0142Vega