0.45Open0.55Pre Close2 Volume123 Open Interest33.00Strike Price87.00Turnover20.59%IV2.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.4030Delta0.2410Gamma72.21Leverage Ratio-0.0164Theta0.0073Rho29.10Eff Leverage0.0302Vega