3.70Open4.85Pre Close268 Volume2.95K Open Interest210.00Strike Price87.10KTurnover30.49%IV4.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3365Delta0.0239Gamma60.68Leverage Ratio-0.1341Theta-0.0369Rho-20.42Eff Leverage0.1833Vega