0.87Open1.04Pre Close1 Volume238 Open Interest37.00Strike Price87.00Turnover37.79%IV0.91%PremiumDec 27, 2024Expiry Date0.54Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7142Delta0.3718Gamma52.46Leverage Ratio-0.1044Theta-0.0011Rho-37.47Eff Leverage0.0082Vega