0.32Open0.40Pre Close3 Volume57 Open Interest2.50Strike Price92.00Turnover70.09%IV6.38%PremiumOct 18, 2024Expiry Date0.15Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6335Delta1.1067Gamma10.44Leverage Ratio-0.0039Theta-0.0006Rho-6.62Eff Leverage0.0018Vega