0.03Open0.05Pre Close28 Volume160 Open Interest1.00Strike Price88.00Turnover100.01%IV16.02%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3833Delta1.8028Gamma18.11Leverage Ratio-0.0021Theta0.0002Rho6.94Eff Leverage0.0008Vega