0.25Open0.22Pre Close6 Volume3.11K Open Interest82.50Strike Price87.00Turnover28.34%IV4.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0837Delta0.0581Gamma786.60Leverage Ratio-0.0379Theta0.0009Rho65.83Eff Leverage0.0144Vega