0.88Open0.70Pre Close1 Volume30 Open Interest2.50Strike Price88.00Turnover88.68%IV4.00%PremiumDec 20, 2024Expiry Date0.75Intrinsic Value100Multiplier25DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.8946Delta0.2398Gamma4.06Leverage Ratio-0.0030Theta0.0015Rho3.63Eff Leverage0.0016Vega