0.03Open0.02Pre Close31 Volume227 Open Interest60.00Strike Price87.00Turnover78.45%IV17.55%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0095Delta0.0042Gamma3637.50Leverage Ratio-0.0139Theta-0.0001Rho-34.71Eff Leverage0.0020Vega