0.87Open1.00Pre Close1 Volume35.41K Open Interest88.00Strike Price87.00Turnover18.42%IV4.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier52DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.2477Delta0.0499Gamma93.84Leverage Ratio-0.0164Theta-0.0283Rho-23.24Eff Leverage0.1096Vega