0.05Open0.05Pre Close29 Volume2.05K Open Interest11.00Strike Price87.00Turnover7686.44%IV18.73%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0315Delta0.0454Gamma675.50Leverage Ratio-63.3955Theta0.0000Rho-21.29Eff Leverage0.0000Vega