0.41Open0.53Pre Close2.46K Volume4.82K Open Interest30.00Strike Price87.65KTurnover118.23%IV12.29%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1252Delta0.0539Gamma135.68Leverage Ratio-0.1150Theta-0.0004Rho-16.99Eff Leverage0.0067Vega