2.88Open1.68Pre Close465 Volume1.28K Open Interest114.00Strike Price87.67KTurnover30.60%IV0.47%PremiumDec 27, 2024Expiry Date1.95Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7498Delta0.1049Gamma47.42Leverage Ratio-0.2015Theta0.0062Rho35.56Eff Leverage0.0315Vega