0.05Open0.10Pre Close20 Volume142 Open Interest19.00Strike Price88.00Turnover61.53%IV11.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0644Delta0.0729Gamma427.80Leverage Ratio-0.0162Theta-0.0002Rho-27.53Eff Leverage0.0035Vega