0.87Open0.74Pre Close1 Volume39 Open Interest101.00Strike Price87.00Turnover17.32%IV0.49%PremiumDec 6, 2024Expiry Date0.38Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.5889Delta0.2466Gamma121.23Leverage Ratio-0.1047Theta-0.0044Rho-71.40Eff Leverage0.0356Vega