0.10Open0.07Pre Close13 Volume54 Open Interest52.00Strike Price88.00Turnover27.17%IV4.71%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0606Delta0.0707Gamma1211.33Leverage Ratio-0.0192Theta-0.0004Rho-73.44Eff Leverage0.0075Vega