0.20Open0.55Pre Close4 Volume87 Open Interest105.00Strike Price87.00Turnover47.59%IV16.67%PremiumMay 16, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.0710Delta0.0152Gamma334.19Leverage Ratio-0.0383Theta0.0026Rho23.73Eff Leverage0.0254Vega