0.88Open1.20Pre Close1 Volume2 Open Interest8.00Strike Price88.00Turnover144.03%IV17.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.3549Delta0.1151Gamma9.32Leverage Ratio-0.0237Theta-0.0025Rho-3.31Eff Leverage0.0084Vega