0.07Open0.27Pre Close13 Volume67 Open Interest21.00Strike Price91.00Turnover35.85%IV0.71%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.3774Delta1.4323Gamma301.14Leverage Ratio-0.1138Theta-0.0001Rho-113.64Eff Leverage0.0028Vega