0.47Open0.35Pre Close2 Volume2.29K Open Interest15.00Strike Price87.00Turnover88.26%IV15.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2660Delta0.1509Gamma41.08Leverage Ratio-0.0294Theta0.0011Rho10.93Eff Leverage0.0081Vega