0.04Open0.07Pre Close24 Volume1.59K Open Interest81.00Strike Price87.00Turnover3386.52%IV4.97%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0385Gamma2573.00Leverage Ratio-338.5936Theta0.0000Rho94.05Eff Leverage0.0000Vega