0.08Open0.06Pre Close12 Volume2.25K Open Interest20.00Strike Price87.00Turnover36.60%IV12.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0994Delta0.1133Gamma254.00Leverage Ratio-0.0067Theta0.0010Rho25.26Eff Leverage0.0074Vega