8.80Open3.50Pre Close108 Volume108 Open Interest530.00Strike Price88.91KTurnover46.23%IV9.11%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry6.10Extrinsic Value100Contract SizeAmericanOptions Type0.2326Delta0.0065Gamma81.21Leverage Ratio-0.4780Theta0.0457Rho18.89Eff Leverage0.3085Vega