0.10Open0.07Pre Close8 Volume1.44K Open Interest27.00Strike Price87.00Turnover41.23%IV14.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1246Delta0.0809Gamma157.67Leverage Ratio-0.0108Theta0.0019Rho19.64Eff Leverage0.0126Vega