0.03Open0.35Pre Close29 Volume471 Open Interest85.00Strike Price87.00Turnover46.36%IV17.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0163Delta0.0077Gamma2410.83Leverage Ratio-0.0107Theta0.0003Rho39.21Eff Leverage0.0046Vega