88.36Open88.36Pre Close0 Volume1 Open Interest120.00Strike Price0.00Turnover549.52%IV0.60%PremiumJan 10, 2025Expiry Date87.12Intrinsic Value100Multiplier1DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type0.9898Delta0.0005Gamma2.37Leverage Ratio-0.8609Theta0.0024Rho2.35Eff Leverage0.0026Vega