0.22Open0.35Pre Close4 Volume76 Open Interest212.50Strike Price88.00Turnover36.54%IV3.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.1451Delta0.0490Gamma972.71Leverage Ratio-0.3429Theta-0.0010Rho-141.11Eff Leverage0.0290Vega