5.20Open3.65Pre Close398 Volume365 Open Interest49.00Strike Price87.82KTurnover120.93%IV2.21%PremiumJul 19, 2024Expiry Date2.66Intrinsic Value100Multiplier1DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.7783Delta0.0792Gamma16.32Leverage Ratio-0.4483Theta0.0013Rho12.70Eff Leverage0.0092Vega