0.87Open0.80Pre Close1 Volume40 Open Interest80.00Strike Price87.00Turnover25.01%IV1.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.4370Delta0.1521Gamma96.34Leverage Ratio-0.0902Theta0.0058Rho42.10Eff Leverage0.0408Vega