0.34Open0.59Pre Close3 Volume23 Open Interest20.00Strike Price88.00Turnover56.31%IV0.25%PremiumNov 29, 2024Expiry Date0.22Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7572Delta1.4743Gamma79.12Leverage Ratio-0.2537Theta-0.0001Rho-59.91Eff Leverage0.0012Vega