0.02Open0.06Pre Close25 Volume31 Open Interest139.00Strike Price91.00Turnover154.89%IV34.48%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0097Delta0.0020Gamma2584.75Leverage Ratio-0.0379Theta0.0001Rho24.97Eff Leverage0.0021Vega