0.87Open1.40Pre Close1 Volume583 Open Interest80.00Strike Price87.00Turnover23.19%IV3.78%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.2834Delta0.0747Gamma99.68Leverage Ratio-0.0344Theta-0.0120Rho-28.25Eff Leverage0.0664Vega