0.04Open0.07Pre Close21 Volume195 Open Interest66.00Strike Price88.00Turnover30.25%IV5.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0408Delta0.0366Gamma1749.00Leverage Ratio-0.0196Theta-0.0003Rho-71.34Eff Leverage0.0069Vega