0.24Open0.62Pre Close4 Volume39 Open Interest31.00Strike Price88.00Turnover87.29%IV12.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1457Delta0.0819Gamma138.60Leverage Ratio-0.0649Theta0.0005Rho20.19Eff Leverage0.0073Vega