0.06Open0.05Pre Close68 Volume8.09K Open Interest20.00Strike Price87.00Turnover2050.67%IV2.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0743Delta0.4639Gamma1956.00Leverage Ratio-99.1046Theta0.0000Rho145.37Eff Leverage0.0000Vega