0.54Open1.34Pre Close4 Volume111 Open Interest40.00Strike Price87.00Turnover644.77%IV1.19%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2499Delta0.5880Gamma495.13Leverage Ratio-53.3071Theta0.0000Rho123.74Eff Leverage0.0003Vega