0.22Open0.35Pre Close4 Volume76 Open Interest212.50Strike Price88.00Turnover36.03%IV2.38%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.1558Delta0.0524Gamma621.31Leverage Ratio-0.3667Theta-0.0011Rho-96.78Eff Leverage0.0303Vega