0.03Open0.05Pre Close32 Volume1.86K Open Interest38.50Strike Price91.00Turnover51.90%IV4.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0366Delta0.0785Gamma2684.67Leverage Ratio-0.0442Theta0.0000Rho-98.21Eff Leverage0.0016Vega