0.12Open0.18Pre Close8 Volume101 Open Interest56.00Strike Price88.00Turnover27.46%IV4.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1018Delta0.1132Gamma717.73Leverage Ratio-0.0327Theta0.0006Rho73.04Eff Leverage0.0102Vega