0.17Open0.15Pre Close5 Volume3.02K Open Interest50.00Strike Price87.00Turnover26.90%IV4.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1672Delta0.1461Gamma321.60Leverage Ratio-0.0347Theta0.0014Rho53.77Eff Leverage0.0159Vega