0.01Open0.01Pre Close87 Volume2.88K Open Interest39.00Strike Price87.00Turnover742.21%IV3.58%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0352Delta0.1077Gamma3766.00Leverage Ratio-10.8351Theta0.0000Rho132.69Eff Leverage0.0001Vega