0.01Open0.03Pre Close50 Volume136 Open Interest5.50Strike Price87.00Turnover84.97%IV11.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0774Delta0.2621Gamma249.02Leverage Ratio-0.0093Theta-0.0001Rho-19.28Eff Leverage0.0009Vega