0.25Open0.27Pre Close4 Volume132 Open Interest160.00Strike Price91.00Turnover35.15%IV12.92%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0451Delta0.0098Gamma811.20Leverage Ratio-0.0330Theta0.0023Rho36.62Eff Leverage0.0261Vega