87.30Open43.99Pre Close10 Volume273 Open Interest120.00Strike Price87.30KTurnover228.97%IV0.24%PremiumDec 20, 2024Expiry Date86.81Intrinsic Value100Multiplier3DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.9964Delta0.0002Gamma2.37Leverage Ratio-0.0588Theta0.0101Rho2.37Eff Leverage0.0020Vega