0.29Open0.06Pre Close3.29K Volume5.48K Open Interest8.50Strike Price86.97KTurnover107.66%IV1.41%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5294Delta0.9094Gamma46.05Leverage Ratio-0.1082Theta0.0001Rho24.38Eff Leverage0.0016Vega