0.87Open0.70Pre Close1 Volume1.75K Open Interest42.50Strike Price87.00Turnover33.61%IV4.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.3473Delta0.1061Gamma51.32Leverage Ratio-0.0298Theta-0.0081Rho-17.82Eff Leverage0.0383Vega