91.56Open91.56Pre Close0 Volume3 Open Interest120.00Strike Price0.00Turnover95.93%IV5.01%PremiumJan 17, 2025Expiry Date81.47Intrinsic Value100Multiplier16DDays to Expiry10.09Extrinsic Value100Contract SizeAmericanOptions Type0.9963Delta0.0003Gamma2.46Leverage Ratio-0.0269Theta0.0526Rho2.45Eff Leverage0.0047Vega