0.03Open0.01Pre Close44 Volume12.58K Open Interest185.00Strike Price87.00Turnover30.15%IV3.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0191Delta0.0161Gamma8949.25Leverage Ratio-0.0200Theta0.0001Rho170.71Eff Leverage0.0045Vega