0.87Open0.75Pre Close1 Volume619 Open Interest10.00Strike Price87.00Turnover66.56%IV0.65%PremiumSep 20, 2024Expiry Date0.81Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9244Delta0.2762Gamma11.14Leverage Ratio-0.0108Theta-0.0005Rho-10.30Eff Leverage0.0011Vega