0.87Open1.10Pre Close1 Volume49 Open Interest1935.00Strike Price87.00Turnover59.52%IV5.21%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.0290Delta0.0011Gamma3139.23Leverage Ratio-2.1575Theta-0.0013Rho-90.91Eff Leverage0.0640Vega