0.08Open0.20Pre Close10 Volume219 Open Interest97.00Strike Price87.00Turnover45.86%IV4.00%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0800Delta0.0593Gamma1037.33Leverage Ratio-0.0898Theta0.0003Rho83.01Eff Leverage0.0081Vega