0.16Open0.40Pre Close5 Volume67 Open Interest250.00Strike Price88.00Turnover40.03%IV10.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0328Delta0.0061Gamma1509.73Leverage Ratio-0.0626Theta0.0013Rho49.45Eff Leverage0.0217Vega