87.68Open87.68Pre Close0 Volume7 Open Interest195.00Strike Price0.00Turnover112.97%IV0.67%PremiumDec 20, 2024Expiry Date85.80Intrinsic Value100Multiplier16DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.9510Delta0.0015Gamma3.20Leverage Ratio-0.2257Theta0.0801Rho3.05Eff Leverage0.0603Vega