0.55Open0.67Pre Close1.74K Volume1.17K Open Interest56.00Strike Price88.94KTurnover43.33%IV3.04%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.3466Delta0.1307Gamma84.44Leverage Ratio-0.1119Theta-0.0025Rho-29.27Eff Leverage0.0241Vega