0.11Open0.10Pre Close10 Volume721 Open Interest67.50Strike Price87.00Turnover30.40%IV12.64%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0238Delta0.0103Gamma1544.20Leverage Ratio-0.0073Theta-0.0009Rho-36.80Eff Leverage0.0100Vega