0.29Open0.06Pre Close3.29K Volume5.48K Open Interest8.50Strike Price86.97KTurnover85.21%IV1.41%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5300Delta0.9109Gamma46.05Leverage Ratio-0.0887Theta0.0002Rho24.41Eff Leverage0.0020Vega