0.47Open0.68Pre Close2 Volume196 Open Interest507.50Strike Price87.00Turnover27.13%IV3.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.0110Gamma1396.67Leverage Ratio-0.2333Theta0.0029Rho97.76Eff Leverage0.0605Vega