0.21Open1.82Pre Close5.43K Volume9.23K Open Interest463.00Strike Price87.75KTurnover39.36%IV3.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0057Delta0.0029Gamma44875.00Leverage Ratio-0.1090Theta0.0000Rho255.00Eff Leverage0.0023Vega