0.07Open0.03Pre Close37 Volume799 Open Interest58.00Strike Price87.00Turnover43.19%IV4.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0408Delta0.0583Gamma2421.20Leverage Ratio-0.0250Theta-0.0001Rho-98.74Eff Leverage0.0030Vega