0.10Open0.12Pre Close12 Volume56 Open Interest235.00Strike Price87.00Turnover36.82%IV6.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0275Delta0.0094Gamma3164.86Leverage Ratio-0.0596Theta0.0004Rho87.03Eff Leverage0.0116Vega