0.20Open0.18Pre Close2.30K Volume2.20K Open Interest39.50Strike Price91.19KTurnover50.97%IV0.35%PremiumOct 11, 2024Expiry Date0.37Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6724Delta0.4198Gamma71.20Leverage Ratio-0.2457Theta0.0005Rho47.87Eff Leverage0.0061Vega