0.40Open0.90Pre Close2 Volume13 Open Interest39.00Strike Price87.00Turnover40.36%IV3.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.3123Delta0.2420Gamma144.44Leverage Ratio-0.0899Theta-0.0010Rho-45.11Eff Leverage0.0128Vega