0.03Open0.02Pre Close21 Volume435 Open Interest25.00Strike Price91.00Turnover53.14%IV2.92%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1243Delta0.3575Gamma694.86Leverage Ratio-0.0813Theta0.0001Rho86.38Eff Leverage0.0022Vega