0.87Open1.12Pre Close1 Volume735 Open Interest40.00Strike Price87.00Turnover77.05%IV8.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.2497Delta0.0628Gamma53.71Leverage Ratio-0.0948Theta-0.0025Rho-13.41Eff Leverage0.0208Vega