0.02Open0.03Pre Close41 Volume9.40K Open Interest40.00Strike Price87.00Turnover40.83%IV6.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0313Delta0.0567Gamma2505.33Leverage Ratio-0.0128Theta0.0001Rho78.50Eff Leverage0.0021Vega