0.22Open0.70Pre Close4 Volume100 Open Interest7.50Strike Price87.00Turnover45.31%IV1.35%PremiumSep 20, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6015Delta1.0810Gamma36.95Leverage Ratio-0.0170Theta-0.0005Rho-22.23Eff Leverage0.0030Vega