0.01Open0.03Pre Close81 Volume192 Open Interest237.50Strike Price87.00Turnover607.21%IV9.84%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0199Delta0.0049Gamma3089.71Leverage Ratio-10.7015Theta0.0000Rho61.45Eff Leverage0.0008Vega