2.54Open1.91Pre Close323 Volume804 Open Interest35.50Strike Price87.85KTurnover4065.63%IV0.81%PremiumDec 13, 2024Expiry Date2.24Intrinsic Value100Multiplier-1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.7607Delta0.1074Gamma14.00Leverage Ratio-271.9376Theta0.0000Rho-10.65Eff Leverage0.0002Vega