0.05Open0.05Pre Close24 Volume300 Open Interest26.00Strike Price88.00Turnover8.38%IV2.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0655Delta0.3626Gamma2543.00Leverage Ratio-0.0023Theta0.0004Rho166.47Eff Leverage0.0053Vega