0.02Open0.01Pre Close44 Volume12 Open Interest54.00Strike Price87.00Turnover72.80%IV16.20%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0153Delta0.0072Gamma2146.67Leverage Ratio-0.0175Theta-0.0001Rho-32.82Eff Leverage0.0028Vega