0.87Open1.15Pre Close1 Volume46 Open Interest9.00Strike Price87.00Turnover53.66%IV-0.44%PremiumDec 20, 2024Expiry Date0.91Intrinsic Value100Multiplier18DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8038Delta0.2953Gamma7.90Leverage Ratio-0.0066Theta-0.0029Rho-6.35Eff Leverage0.0050Vega