0.03Open0.11Pre Close23 Volume63 Open Interest93.00Strike Price88.00Turnover83.85%IV9.34%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0122Delta0.0067Gamma5128.00Leverage Ratio-0.0200Theta0.0000Rho-62.32Eff Leverage0.0018Vega