0.87Open0.74Pre Close1 Volume39 Open Interest101.00Strike Price87.00Turnover17.56%IV0.31%PremiumDec 6, 2024Expiry Date0.56Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.6234Delta0.2316Gamma105.73Leverage Ratio-0.0988Theta-0.0048Rho-65.91Eff Leverage0.0357Vega