0.01Open0.03Pre Close91 Volume848 Open Interest105.00Strike Price91.00Turnover78.41%IV9.65%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0062Gamma9577.00Leverage Ratio-0.0425Theta0.0000Rho79.89Eff Leverage0.0011Vega