0.02Open0.06Pre Close25 Volume22 Open Interest139.00Strike Price91.00Turnover148.47%IV34.48%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0019Gamma2954.00Leverage Ratio-0.0328Theta0.0001Rho25.64Eff Leverage0.0020Vega