87.67Open87.67Pre Close0 Volume3 Open Interest280.00Strike Price0.00Turnover49.08%IV2.75%PremiumDec 20, 2024Expiry Date77.83Intrinsic Value100Multiplier32DDays to Expiry9.84Extrinsic Value100Contract SizeAmericanOptions Type0.9631Delta0.0016Gamma4.49Leverage Ratio-0.0962Theta0.2320Rho4.32Eff Leverage0.0855Vega