0.15Open0.15Pre Close7 Volume175 Open Interest26.00Strike Price91.00Turnover17.70%IV3.00%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2217Delta0.3735Gamma253.30Leverage Ratio-0.0111Theta0.0017Rho56.17Eff Leverage0.0134Vega