0.27Open0.14Pre Close4 Volume5 Open Interest42.00Strike Price87.00Turnover124.22%IV20.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1105Delta0.0380Gamma139.64Leverage Ratio-0.0939Theta0.0005Rho15.43Eff Leverage0.0075Vega