0.01Open0.01Pre Close87 Volume216 Open Interest16.00Strike Price87.00Turnover56.35%IV9.56%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0274Delta0.0675Gamma1768.00Leverage Ratio-0.0071Theta0.0000Rho-48.48Eff Leverage0.0010Vega