0.87Open0.74Pre Close1 Volume39 Open Interest101.00Strike Price87.00Turnover15.25%IV0.50%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5861Delta0.2801Gamma126.58Leverage Ratio-0.0914Theta-0.0043Rho-74.19Eff Leverage0.0358Vega