0.29Open0.06Pre Close3.29K Volume5.48K Open Interest8.50Strike Price86.97KTurnover101.85%IV1.41%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5295Delta0.9097Gamma46.05Leverage Ratio-0.0969Theta0.0001Rho24.39Eff Leverage0.0017Vega