0.87Open1.15Pre Close1 Volume46 Open Interest9.00Strike Price87.00Turnover50.40%IV-1.25%PremiumDec 20, 2024Expiry Date0.97Intrinsic Value100Multiplier18DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8284Delta0.2944Gamma8.03Leverage Ratio-0.0056Theta-0.0028Rho-6.65Eff Leverage0.0045Vega