0.20Open0.18Pre Close2.30K Volume2.20K Open Interest39.50Strike Price91.19KTurnover41.33%IV0.35%PremiumOct 11, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6736Delta0.4206Gamma71.20Leverage Ratio-0.1629Theta0.0007Rho47.96Eff Leverage0.0075Vega