0.34Open0.04Pre Close1.21K Volume1.06K Open Interest54.00Strike Price87.15KTurnover511.71%IV0.06%PremiumAug 2, 2024Expiry Date0.74Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7313Delta0.2817Gamma57.27Leverage Ratio-29.1048Theta0.0000Rho-41.88Eff Leverage0.0008Vega