0.29Open0.30Pre Close3 Volume2 Open Interest25.00Strike Price87.00Turnover44.17%IV6.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.2186Delta0.1532Gamma105.44Leverage Ratio-0.0281Theta-0.0015Rho-23.05Eff Leverage0.0129Vega