0.02Open0.03Pre Close76 Volume398 Open Interest19.50Strike Price88.00Turnover18.01%IV1.99%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1312Delta0.5660Gamma994.25Leverage Ratio-0.0095Theta-0.0003Rho-130.49Eff Leverage0.0044Vega