0.87Open1.15Pre Close1 Volume46 Open Interest9.00Strike Price87.00Turnover39.36%IV-1.25%PremiumDec 20, 2024Expiry Date0.97Intrinsic Value100Multiplier18DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9038Delta0.2813Gamma7.83Leverage Ratio-0.0026Theta-0.0024Rho-7.08Eff Leverage0.0030Vega