0.03Open0.04Pre Close35 Volume11.77K Open Interest125.00Strike Price87.00Turnover100.23%IV28.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0037Delta0.0012Gamma9716.00Leverage Ratio-0.0090Theta0.0000Rho36.22Eff Leverage0.0010Vega