11.50Open20.63Pre Close82 Volume403 Open Interest432.50Strike Price88.41KTurnover22.38%IV0.08%PremiumJan 17, 2025Expiry Date8.23Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.8268Delta0.0352Gamma49.33Leverage Ratio-0.3843Theta-0.0176Rho-40.79Eff Leverage0.0849Vega