0.03Open0.06Pre Close24 Volume431 Open Interest630.00Strike Price89.00Turnover100.56%IV5.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0051Delta0.0012Gamma29833.50Leverage Ratio-0.5127Theta0.0000Rho153.49Eff Leverage0.0018Vega