0.44Open0.50Pre Close2 Volume91 Open Interest60.00Strike Price88.00Turnover17.55%IV5.00%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.2498Delta0.1048Gamma130.82Leverage Ratio-0.0166Theta0.0125Rho32.68Eff Leverage0.0548Vega