0.87Open1.58Pre Close1 Volume188 Open Interest11.00Strike Price87.00Turnover170.90%IV0.17%PremiumDec 13, 2024Expiry Date0.85Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9292Delta0.2216Gamma13.62Leverage Ratio-0.1221Theta0.0001Rho12.66Eff Leverage0.0005Vega