0.16Open0.03Pre Close15 Volume769 Open Interest13.50Strike Price87.00Turnover49.03%IV5.41%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1102Delta0.2920Gamma406.86Leverage Ratio-0.0183Theta-0.0001Rho-44.84Eff Leverage0.0025Vega