0.07Open2.66Pre Close14 Volume81 Open Interest220.00Strike Price87.00Turnover2613.82%IV9.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0287Delta0.0071Gamma2012.60Leverage Ratio-252.4557Theta0.0000Rho57.79Eff Leverage0.0002Vega