0.87Open0.78Pre Close1 Volume13 Open Interest102.00Strike Price87.00Turnover79.73%IV27.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.0917Delta0.0125Gamma153.28Leverage Ratio-0.0712Theta0.0029Rho14.05Eff Leverage0.0271Vega