0.33Open1.07Pre Close7.28K Volume3.19K Open Interest467.50Strike Price87.75KTurnover6129.28%IV11.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0022Delta0.0005Gamma42106.00Leverage Ratio-350.2527Theta0.0000Rho94.57Eff Leverage0.0000Vega