5.75Open6.01Pre Close157 Volume386 Open Interest68.00Strike Price86.51KTurnover972.26%IV0.16%PremiumJul 5, 2024Expiry Date5.38Intrinsic Value100Multiplier-1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7927Delta0.0392Gamma11.69Leverage Ratio-27.6324Theta0.0001Rho9.27Eff Leverage0.0021Vega