0.08Open0.17Pre Close15 Volume10 Open Interest177.50Strike Price88.00Turnover60.79%IV13.81%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0106Delta0.0021Gamma4117.60Leverage Ratio-0.0337Theta-0.0002Rho-43.74Eff Leverage0.0062Vega