0.06Open0.05Pre Close18 Volume489 Open Interest300.00Strike Price88.00Turnover67.89%IV16.42%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0201Delta0.0026Gamma1909.04Leverage Ratio-0.0868Theta0.0006Rho38.45Eff Leverage0.0134Vega