0.40Open1.20Pre Close2 Volume17 Open Interest1815.00Strike Price87.00Turnover68.80%IV4.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.0680Delta0.0025Gamma1100.17Leverage Ratio-4.6497Theta0.0023Rho74.83Eff Leverage0.1016Vega