0.66Open0.61Pre Close1.41K Volume4.97K Open Interest4.00Strike Price87.22KTurnover223.84%IV3.15%PremiumAug 2, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7015Delta0.4650Gamma5.50Leverage Ratio-0.0403Theta-0.0003Rho-3.86Eff Leverage0.0012Vega