2.88Open1.68Pre Close465 Volume1.28K Open Interest114.00Strike Price87.67KTurnover34.14%IV0.47%PremiumDec 27, 2024Expiry Date1.95Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7480Delta0.1047Gamma47.42Leverage Ratio-0.2513Theta0.0050Rho35.47Eff Leverage0.0285Vega