0.88Open1.05Pre Close1 Volume1 Open Interest8.50Strike Price88.00Turnover106.74%IV2.68%PremiumDec 6, 2024Expiry Date0.67Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.7243Delta0.3736Gamma9.79Leverage Ratio-0.0368Theta-0.0007Rho-7.09Eff Leverage0.0028Vega