0.50Open0.42Pre Close2.84K Volume8.99K Open Interest9.50Strike Price87.92KTurnover98.02%IV0.62%PremiumDec 13, 2024Expiry Date0.23Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7798Delta0.9601Gamma36.04Leverage Ratio-0.1218Theta0.0001Rho28.10Eff Leverage0.0009Vega