0.15Open0.16Pre Close5 Volume56 Open Interest7.50Strike Price88.00Turnover51.89%IV9.53%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2560Delta0.3033Gamma46.17Leverage Ratio-0.0071Theta-0.0013Rho-11.82Eff Leverage0.0066Vega