0.09Open0.14Pre Close15 Volume6.01K Open Interest55.00Strike Price87.00Turnover41.38%IV7.49%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0662Delta0.0565Gamma853.87Leverage Ratio-0.0319Theta0.0004Rho56.56Eff Leverage0.0071Vega