0.03Open0.35Pre Close29 Volume471 Open Interest85.00Strike Price87.00Turnover47.95%IV17.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0163Delta0.0077Gamma2416.00Leverage Ratio-0.0114Theta0.0003Rho39.27Eff Leverage0.0045Vega