0.15Open0.20Pre Close6 Volume87 Open Interest40.00Strike Price87.00Turnover47.01%IV20.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0640Delta0.0334Gamma334.30Leverage Ratio-0.0113Theta0.0012Rho21.38Eff Leverage0.0100Vega