2.87Open2.21Pre Close1 Volume2 Open Interest7.50Strike Price287.00Turnover630.13%IV0.86%PremiumDec 13, 2024Expiry Date2.83Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7846Delta0.1350Gamma1.53Leverage Ratio-0.1528Theta-0.0003Rho-1.20Eff Leverage0.0010Vega