0.03Open0.04Pre Close18 Volume2.10K Open Interest35.00Strike Price88.00Turnover205.11%IV38.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0169Gamma505.20Leverage Ratio-0.0427Theta0.0001Rho16.13Eff Leverage0.0015Vega