0.38Open0.45Pre Close2 Volume7 Open Interest61.00Strike Price87.00Turnover12.64%IV1.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.3348Delta0.2527Gamma189.29Leverage Ratio-0.0189Theta-0.0063Rho-63.37Eff Leverage0.0418Vega