0.27Open0.12Pre Close4 Volume888 Open Interest19.00Strike Price87.00Turnover39.89%IV1.20%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.4093Delta0.6664Gamma109.20Leverage Ratio-0.0600Theta-0.0004Rho-44.69Eff Leverage0.0057Vega