10.80Open8.10Pre Close67 Volume526 Open Interest195.00Strike Price87.63KTurnover53.79%IV1.45%PremiumDec 6, 2024Expiry Date11.12Intrinsic Value100Multiplier4DDays to Expiry2.98Extrinsic Value100Contract SizeAmericanOptions Type0.8577Delta0.0190Gamma16.52Leverage Ratio-0.3389Theta0.0186Rho14.17Eff Leverage0.0495Vega
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