0.05Open0.04Pre Close18 Volume168 Open Interest10.00Strike Price87.00Turnover79.22%IV4.42%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1856Delta0.5550Gamma208.20Leverage Ratio-0.0480Theta-0.0001Rho-38.65Eff Leverage0.0016Vega