0.14Open0.10Pre Close8 Volume455 Open Interest70.00Strike Price87.00Turnover31.91%IV14.36%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0515Delta0.0222Gamma613.00Leverage Ratio-0.0118Theta0.0018Rho31.56Eff Leverage0.0157Vega