0.24Open0.25Pre Close2.31K Volume2.14K Open Interest7.00Strike Price88.23KTurnover71.05%IV0.61%PremiumAug 2, 2024Expiry Date0.46Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8010Delta0.5620Gamma12.82Leverage Ratio-0.0159Theta-0.0006Rho-10.27Eff Leverage0.0020Vega