0.87Open0.78Pre Close1 Volume13 Open Interest102.00Strike Price87.00Turnover82.09%IV26.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.0937Delta0.0124Gamma147.56Leverage Ratio-0.0742Theta0.0029Rho13.82Eff Leverage0.0274Vega