0.24Open0.62Pre Close4 Volume39 Open Interest31.00Strike Price88.00Turnover89.24%IV12.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1456Delta0.0819Gamma138.60Leverage Ratio-0.0678Theta0.0005Rho20.18Eff Leverage0.0071Vega