0.20Open0.18Pre Close2.30K Volume2.20K Open Interest39.50Strike Price91.19KTurnover52.74%IV0.35%PremiumOct 11, 2024Expiry Date0.37Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6723Delta0.4197Gamma71.20Leverage Ratio-0.2628Theta0.0004Rho47.86Eff Leverage0.0059Vega