0.27Open0.04Pre Close20 Volume385 Open Interest302.50Strike Price88.00Turnover149.28%IV3.93%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0068Delta0.0042Gamma29106.00Leverage Ratio-0.9479Theta0.0000Rho198.09Eff Leverage0.0006Vega