2.88Open1.68Pre Close465 Volume1.28K Open Interest114.00Strike Price87.67KTurnover33.81%IV0.47%PremiumDec 27, 2024Expiry Date1.95Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.7481Delta0.1047Gamma47.42Leverage Ratio-0.2463Theta0.0051Rho35.48Eff Leverage0.0287Vega