0.88Open1.10Pre Close1 Volume6 Open Interest8.88Strike Price88.00Turnover39.69%IV1.46%PremiumAug 16, 2024Expiry Date0.74Intrinsic Value100Multiplier24DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8077Delta0.2786Gamma10.93Leverage Ratio-0.0066Theta0.0046Rho8.83Eff Leverage0.0068Vega