0.87Open1.04Pre Close1 Volume238 Open Interest37.00Strike Price87.00Turnover29.71%IV0.91%PremiumDec 27, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7112Delta0.3714Gamma52.46Leverage Ratio-0.0605Theta-0.0017Rho-37.31Eff Leverage0.0106Vega