0.28Open0.75Pre Close11 Volume28 Open Interest125.00Strike Price87.00Turnover470.39%IV1.27%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0777Delta0.1279Gamma3164.25Leverage Ratio-60.4448Theta0.0000Rho-246.00Eff Leverage0.0004Vega