0.05Open0.05Pre Close18 Volume999 Open Interest9.00Strike Price87.00Turnover68.27%IV23.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0878Delta0.1525Gamma183.25Leverage Ratio-0.0052Theta0.0003Rho16.09Eff Leverage0.0024Vega