0.25Open0.09Pre Close3.46K Volume17.63K Open Interest83.00Strike Price88.40KTurnover24.62%IV0.29%PremiumSep 20, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5246Delta0.4867Gamma237.37Leverage Ratio-0.2918Theta0.0007Rho124.52Eff Leverage0.0132Vega