0.05Open0.49Pre Close11 Volume822 Open Interest25.50Strike Price87.00Turnover98.90%IV8.89%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1584Delta0.1339Gamma151.68Leverage Ratio-0.0954Theta0.0002Rho24.02Eff Leverage0.0044Vega