0.87Open1.16Pre Close1 Volume722 Open Interest140.00Strike Price87.00Turnover17.01%IV2.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.3738Delta0.0917Gamma172.38Leverage Ratio-0.0770Theta0.0156Rho64.44Eff Leverage0.0920Vega