87.07Open87.07Pre Close0 Volume20 Open Interest260.00Strike Price0.00Turnover55.46%IV4.28%PremiumAug 16, 2024Expiry Date72.84Intrinsic Value100Multiplier22DDays to Expiry14.23Extrinsic Value100Contract SizeAmericanOptions Type0.9698Delta0.0015Gamma4.48Leverage Ratio-0.1033Theta0.1547Rho4.35Eff Leverage0.0568Vega