0.87Open1.16Pre Close1 Volume722 Open Interest140.00Strike Price87.00Turnover16.23%IV2.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.3397Delta0.0931Gamma157.81Leverage Ratio-0.0707Theta0.0142Rho53.60Eff Leverage0.0887Vega