0.06Open0.05Pre Close22 Volume4.55K Open Interest74.00Strike Price87.00Turnover1161.02%IV3.63%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0377Delta0.0500Gamma3071.20Leverage Ratio-51.4813Theta0.0000Rho-115.85Eff Leverage0.0001Vega