0.87Open1.15Pre Close1 Volume46 Open Interest9.00Strike Price87.00Turnover46.46%IV-1.25%PremiumDec 20, 2024Expiry Date0.97Intrinsic Value100Multiplier18DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8573Delta0.2899Gamma7.83Leverage Ratio-0.0045Theta-0.0027Rho-6.72Eff Leverage0.0040Vega