0.05Open0.49Pre Close11 Volume822 Open Interest25.50Strike Price87.00Turnover95.06%IV8.61%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1451Delta0.1317Gamma120.87Leverage Ratio-0.0849Theta0.0002Rho17.54Eff Leverage0.0042Vega