0.45Open0.55Pre Close2 Volume123 Open Interest33.00Strike Price87.00Turnover20.19%IV3.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.4081Delta0.2463Gamma72.09Leverage Ratio-0.0162Theta0.0074Rho29.42Eff Leverage0.0303Vega