0.08Open0.20Pre Close11 Volume316 Open Interest77.50Strike Price88.00Turnover20.18%IV3.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1229Delta0.0977Gamma599.60Leverage Ratio-0.0310Theta0.0017Rho73.66Eff Leverage0.0210Vega