0.02Open0.06Pre Close45 Volume1.31K Open Interest45.50Strike Price88.00Turnover100.34%IV8.17%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0691Delta0.0611Gamma647.38Leverage Ratio-0.1443Theta0.0001Rho44.71Eff Leverage0.0029Vega