0.87Open1.04Pre Close1 Volume238 Open Interest37.00Strike Price87.00Turnover32.86%IV0.91%PremiumDec 27, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7127Delta0.3716Gamma52.46Leverage Ratio-0.0760Theta-0.0014Rho-37.39Eff Leverage0.0096Vega