0.87Open0.85Pre Close1 Volume97 Open Interest33.00Strike Price87.00Turnover33.94%IV1.01%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier19DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.6070Delta0.1456Gamma24.39Leverage Ratio-0.0284Theta0.0102Rho14.80Eff Leverage0.0299Vega