0.30Open0.15Pre Close3 Volume139 Open Interest200.00Strike Price87.00Turnover23.09%IV12.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.0436Delta0.0081Gamma890.85Leverage Ratio-0.0192Theta0.0059Rho38.86Eff Leverage0.0459Vega