0.04Open0.05Pre Close18 Volume110 Open Interest6.00Strike Price88.00Turnover177.35%IV15.00%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1071Delta0.2008Gamma140.00Leverage Ratio-0.0380Theta0.0000Rho-15.00Eff Leverage0.0010Vega