0.01Open0.03Pre Close30 Volume430 Open Interest12.50Strike Price88.00Turnover58.35%IV28.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0651Delta0.0851Gamma244.50Leverage Ratio-0.0038Theta0.0004Rho15.91Eff Leverage0.0032Vega