0.03Open0.02Pre Close18 Volume103 Open Interest23.50Strike Price91.00Turnover287.50%IV0.59%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1583Delta2.0061Gamma2363.00Leverage Ratio-12.6603Theta0.0000Rho-374.15Eff Leverage0.0001Vega