0.07Open0.05Pre Close14 Volume236 Open Interest5.00Strike Price88.00Turnover20.93%IV3.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3493Delta1.6962Gamma98.00Leverage Ratio-0.0027Theta0.0008Rho34.23Eff Leverage0.0039Vega