3.41Open1.69Pre Close256 Volume1.61K Open Interest65.00Strike Price87.48KTurnover13.22%IV0.88%PremiumJul 19, 2024Expiry Date2.90Intrinsic Value100Multiplier15DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.9563Delta0.0505Gamma22.08Leverage Ratio-0.0143Theta0.0259Rho21.12Eff Leverage0.0129Vega