0.13Open0.20Pre Close7 Volume335 Open Interest515.00Strike Price88.00Turnover40.51%IV8.99%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0016Gamma4040.79Leverage Ratio-0.0878Theta-0.0009Rho-62.49Eff Leverage0.0240Vega