0.04Open0.03Pre Close24 Volume359 Open Interest64.00Strike Price88.00Turnover47.64%IV9.10%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0333Delta0.0273Gamma1677.14Leverage Ratio-0.0236Theta0.0002Rho55.88Eff Leverage0.0042Vega