0.22Open0.58Pre Close1.13K Volume5.78K Open Interest52.00Strike Price88.39KTurnover32.80%IV0.47%PremiumSep 13, 2024Expiry Date0.61Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.6534Delta0.2560Gamma55.56Leverage Ratio-0.1039Theta-0.0023Rho-36.30Eff Leverage0.0163Vega