0.88Open0.90Pre Close1 Volume297 Open Interest87.50Strike Price88.00Turnover31.66%IV5.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.2384Delta0.0625Gamma123.87Leverage Ratio-0.0627Theta0.0068Rho29.53Eff Leverage0.0485Vega