0.25Open0.25Pre Close9 Volume290 Open Interest30.00Strike Price87.00Turnover101.76%IV13.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0663Delta0.0388Gamma344.90Leverage Ratio-0.0581Theta-0.0002Rho-22.86Eff Leverage0.0042Vega