0.01Open0.03Pre Close87 Volume133 Open Interest492.00Strike Price87.00Turnover591.89%IV8.58%PremiumDec 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0020Delta0.0004Gamma53817.00Leverage Ratio-4.3555Theta0.0000Rho-108.26Eff Leverage0.0002Vega