0.02Open0.06Pre Close45 Volume1.31K Open Interest45.50Strike Price88.00Turnover138.80%IV8.17%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0690Delta0.0610Gamma647.38Leverage Ratio-0.2756Theta0.0000Rho44.69Eff Leverage0.0021Vega