2.87Open2.85Pre Close1 Volume2.60K Open Interest370.00Strike Price287.00Turnover15.54%IV3.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.2966Delta0.0254Gamma144.58Leverage Ratio-0.1231Theta0.0614Rho42.89Eff Leverage0.3025Vega