5.50Open5.50Pre Close182 Volume0 Open Interest21.00Strike Price87.40KTurnover164.99%IV12.07%PremiumNov 15, 2024Expiry Date2.77Intrinsic Value100Multiplier25DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5404Delta0.0501Gamma3.72Leverage Ratio-0.0609Theta-0.0091Rho-2.01Eff Leverage0.0191Vega