0.16Open0.03Pre Close6 Volume52 Open Interest60.00Strike Price87.00Turnover69.05%IV22.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0183Delta0.0096Gamma1629.67Leverage Ratio-0.0131Theta0.0002Rho29.81Eff Leverage0.0030Vega