2.72Open3.07Pre Close247 Volume725 Open Interest26.00Strike Price87.98KTurnover178.20%IV1.47%PremiumSep 20, 2024Expiry Date2.61Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8639Delta0.0839Gamma10.22Leverage Ratio-0.3004Theta0.0006Rho8.83Eff Leverage0.0032Vega