0.10Open0.12Pre Close7 Volume345 Open Interest1.50Strike Price88.00Turnover70.65%IV7.84%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier23DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5854Delta1.4339Gamma12.24Leverage Ratio-0.0024Theta0.0005Rho7.17Eff Leverage0.0015Vega