7.00Open10.50Pre Close125 Volume128 Open Interest20.00Strike Price87.50KTurnover326.84%IV0.60%PremiumJan 10, 2025Expiry Date6.84Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9389Delta0.0221Gamma3.83Leverage Ratio-0.1558Theta0.0007Rho3.60Eff Leverage0.0020Vega