0.47Open0.95Pre Close3 Volume1.17K Open Interest87.00Strike Price87.00Turnover22.48%IV1.73%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2326Delta0.1825Gamma380.98Leverage Ratio-0.0985Theta0.0015Rho88.61Eff Leverage0.0227Vega