0.04Open0.05Pre Close22 Volume183 Open Interest26.00Strike Price88.00Turnover21.81%IV8.78%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0589Delta0.0970Gamma797.67Leverage Ratio-0.0037Theta0.0007Rho46.97Eff Leverage0.0065Vega