0.03Open0.48Pre Close29 Volume10 Open Interest46.00Strike Price87.00Turnover783.20%IV0.20%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.3490Delta2.8851Gamma1531.33Leverage Ratio-523.4164Theta0.0000Rho534.38Eff Leverage0.0001Vega