0.10Open0.12Pre Close7 Volume345 Open Interest1.50Strike Price88.00Turnover71.40%IV7.84%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier22DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5853Delta1.4335Gamma12.24Leverage Ratio-0.0025Theta0.0005Rho7.16Eff Leverage0.0015Vega