0.60Open0.28Pre Close1.38K Volume3.37K Open Interest241.00Strike Price88.69KTurnover18.08%IV0.10%PremiumSep 20, 2024Expiry Date0.74Intrinsic Value100Multiplier0DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6986Delta0.3483Gamma258.55Leverage Ratio-0.9495Theta0.0009Rho180.61Eff Leverage0.0193Vega