0.05Open0.05Pre Close48 Volume1.46K Open Interest73.00Strike Price87.00Turnover35.40%IV3.35%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0515Delta0.0755Gamma2355.33Leverage Ratio-0.0300Theta0.0001Rho121.30Eff Leverage0.0042Vega