0.87Open0.70Pre Close1 Volume1.75K Open Interest42.50Strike Price87.00Turnover34.07%IV4.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.3475Delta0.1062Gamma51.32Leverage Ratio-0.0307Theta-0.0079Rho-17.83Eff Leverage0.0378Vega