0.09Open0.07Pre Close9 Volume307 Open Interest117.00Strike Price87.00Turnover76.11%IV14.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0270Delta0.0090Gamma1463.14Leverage Ratio-0.0549Theta0.0002Rho39.58Eff Leverage0.0057Vega