0.57Open0.56Pre Close2.63K Volume2.87K Open Interest70.00Strike Price87.91KTurnover17.88%IV1.13%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3940Delta0.2792Gamma176.24Leverage Ratio-0.0663Theta0.0033Rho69.45Eff Leverage0.0297Vega