0.21Open0.03Pre Close8 Volume356 Open Interest90.00Strike Price88.00Turnover373.70%IV6.64%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0343Delta0.0208Gamma1927.00Leverage Ratio-3.4842Theta0.0000Rho-66.08Eff Leverage0.0007Vega