0.87Open1.40Pre Close4.19K Volume2.78K Open Interest9.00Strike Price87.64KTurnover1240.20%IV0.67%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.3937Delta3.5429Gamma299.00Leverage Ratio-61.5579Theta0.0000Rho117.72Eff Leverage0.0000Vega