0.04Open0.03Pre Close31 Volume276 Open Interest79.00Strike Price91.00Turnover104.41%IV17.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0191Delta0.0091Gamma1920.57Leverage Ratio-0.0336Theta0.0001Rho36.75Eff Leverage0.0023Vega