0.13Open0.20Pre Close6 Volume1.14K Open Interest95.00Strike Price87.00Turnover39.47%IV18.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0043Gamma1160.70Leverage Ratio-0.0118Theta-0.0015Rho-25.15Eff Leverage0.0157Vega