0.05Open0.07Pre Close19 Volume206 Open Interest68.00Strike Price88.00Turnover86.50%IV13.31%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0091Delta0.0051Gamma5228.67Leverage Ratio-0.0148Theta0.0000Rho-47.66Eff Leverage0.0014Vega