0.09Open0.05Pre Close11 Volume378 Open Interest61.00Strike Price88.00Turnover56.01%IV6.52%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0652Delta0.0549Gamma881.85Leverage Ratio-0.0576Theta0.0002Rho57.52Eff Leverage0.0053Vega