0.02Open0.03Pre Close41 Volume617 Open Interest94.00Strike Price87.00Turnover35.79%IV6.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0241Delta0.0204Gamma3530.00Leverage Ratio-0.0201Theta0.0002Rho85.21Eff Leverage0.0044Vega