0.16Open0.03Pre Close15 Volume769 Open Interest13.50Strike Price87.00Turnover48.80%IV5.44%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.2943Gamma407.00Leverage Ratio-0.0183Theta-0.0001Rho-45.04Eff Leverage0.0025Vega