0.07Open0.10Pre Close61 Volume3 Open Interest287.50Strike Price287.00Turnover143.73%IV15.62%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0047Delta0.0010Gamma12434.00Leverage Ratio-0.1496Theta0.0000Rho58.51Eff Leverage0.0013Vega