2.92Open3.40Pre Close258 Volume11.87K Open Interest6.00Strike Price88.45KTurnover102.26%IV0.75%PremiumJan 17, 2025Expiry Date3.38Intrinsic Value100Multiplier28DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9584Delta0.0335Gamma2.72Leverage Ratio-0.0048Theta0.0042Rho2.60Eff Leverage0.0023Vega