12.65Open20.45Pre Close75 Volume114 Open Interest142.00Strike Price87.64KTurnover228.78%IV3.41%PremiumAug 23, 2024Expiry Date6.94Intrinsic Value100Multiplier1DDays to Expiry4.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6156Delta0.0206Gamma11.69Leverage Ratio-3.3594Theta-0.0033Rho-7.20Eff Leverage0.0310Vega