0.29Open0.06Pre Close3.29K Volume5.48K Open Interest8.50Strike Price86.97KTurnover88.25%IV1.41%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5299Delta0.9106Gamma46.05Leverage Ratio-0.0989Theta0.0001Rho24.40Eff Leverage0.0020Vega