0.02Open0.03Pre Close45 Volume843 Open Interest91.00Strike Price92.00Turnover88.57%IV9.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0122Delta0.0067Gamma6711.67Leverage Ratio-0.0200Theta0.0000Rho-81.61Eff Leverage0.0017Vega