0.03Open0.03Pre Close71 Volume317 Open Interest23.00Strike Price87.00Turnover739.28%IV6.26%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0361Delta0.1121Gamma2165.50Leverage Ratio-3.7093Theta0.0000Rho78.07Eff Leverage0.0001Vega