0.13Open0.20Pre Close6 Volume1.15K Open Interest95.00Strike Price87.00Turnover39.93%IV18.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0043Gamma1160.70Leverage Ratio-0.0121Theta-0.0015Rho-25.15Eff Leverage0.0155Vega