0.18Open0.27Pre Close6 Volume10 Open Interest12.00Strike Price87.00Turnover2231.27%IV0.25%PremiumDec 27, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6261Delta1.9760Gamma109.82Leverage Ratio-200.6704Theta0.0000Rho68.76Eff Leverage0.0000Vega