0.03Open0.18Pre Close2.90K Volume3.26K Open Interest63.00Strike Price87.91KTurnover671.22%IV0.28%PremiumSep 20, 2024Expiry Date0.22Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6962Delta0.5917Gamma183.25Leverage Ratio-149.1384Theta0.0000Rho127.58Eff Leverage0.0003Vega