7.04Open20.10Pre Close240 Volume38 Open Interest116.00Strike Price87.52KTurnover77.41%IV1.25%PremiumAug 23, 2024Expiry Date1.40Intrinsic Value100Multiplier1DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type0.6259Delta0.0726Gamma41.34Leverage Ratio-1.1091Theta0.0023Rho25.87Eff Leverage0.0256Vega