0.22Open0.35Pre Close4 Volume76 Open Interest212.50Strike Price88.00Turnover37.42%IV2.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.1422Delta0.0472Gamma971.87Leverage Ratio-0.3433Theta-0.0010Rho-138.21Eff Leverage0.0286Vega