87.10Open49.47Pre Close9 Volume10 Open Interest295.00Strike Price79.08KTurnover190.57%IV0.04%PremiumSep 20, 2024Expiry Date87.66Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9953Delta0.0003Gamma4.37Leverage Ratio-0.0981Theta0.0084Rho4.35Eff Leverage0.0028Vega