0.30Open0.31Pre Close3 Volume523 Open Interest45.00Strike Price87.00Turnover32.37%IV11.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.1437Delta0.0642Gamma162.96Leverage Ratio-0.0160Theta0.0040Rho23.41Eff Leverage0.0247Vega