0.05Open0.09Pre Close16 Volume124 Open Interest10.00Strike Price88.00Turnover16.05%IV2.85%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3653Delta0.9191Gamma98.20Leverage Ratio-0.0036Theta0.0023Rho35.87Eff Leverage0.0096Vega