0.88Open0.95Pre Close1 Volume166 Open Interest2.50Strike Price88.00Turnover1013.48%IV0.00%PremiumJan 17, 2025Expiry Date0.88Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.3565Delta0.1682Gamma1.06Leverage Ratio-0.0653Theta-0.0003Rho-0.38Eff Leverage0.0008Vega