0.25Open0.14Pre Close3 Volume15 Open Interest90.00Strike Price87.00Turnover20.69%IV7.83%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1203Delta0.0421Gamma304.51Leverage Ratio-0.0186Theta0.0074Rho36.64Eff Leverage0.0460Vega