0.09Open0.07Pre Close9 Volume307 Open Interest117.00Strike Price87.00Turnover74.72%IV14.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0271Delta0.0090Gamma1282.50Leverage Ratio-0.0537Theta0.0002Rho34.69Eff Leverage0.0058Vega