0.06Open0.06Pre Close17 Volume0 Open Interest8.00Strike Price87.00Turnover284.98%IV31.11%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0979Delta0.1478Gamma122.80Leverage Ratio-0.0463Theta0.0000Rho12.03Eff Leverage0.0007Vega