0.36Open1.60Pre Close3.20K Volume18.10K Open Interest215.00Strike Price87.78KTurnover32.73%IV3.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1292Delta0.0377Gamma660.93Leverage Ratio-0.2503Theta-0.0016Rho-85.42Eff Leverage0.0359Vega