0.15Open0.16Pre Close6 Volume34 Open Interest26.00Strike Price88.00Turnover44.39%IV17.40%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0656Delta0.0309Gamma250.56Leverage Ratio-0.0079Theta-0.0017Rho-16.43Eff Leverage0.0119Vega