0.11Open0.03Pre Close8 Volume551 Open Interest14.00Strike Price88.00Turnover93.89%IV30.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1144Delta0.0903Gamma98.09Leverage Ratio-0.0127Theta0.0005Rho11.23Eff Leverage0.0044Vega