0.32Open0.15Pre Close3 Volume30 Open Interest40.00Strike Price87.00Turnover77.21%IV35.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0813Delta0.0257Gamma148.65Leverage Ratio-0.0186Theta0.0014Rho12.08Eff Leverage0.0114Vega