0.10Open0.05Pre Close11 Volume2.05K Open Interest105.00Strike Price92.00Turnover37.43%IV29.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0043Delta0.0016Gamma8112.00Leverage Ratio-0.0020Theta0.0002Rho34.61Eff Leverage0.0026Vega