0.25Open0.20Pre Close5 Volume850 Open Interest2.50Strike Price87.00Turnover63.51%IV2.08%PremiumSep 20, 2024Expiry Date0.10Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8684Delta2.6191Gamma19.20Leverage Ratio-0.0050Theta-0.0001Rho-16.67Eff Leverage0.0003Vega