0.21Open0.45Pre Close4 Volume967 Open Interest127.00Strike Price91.00Turnover47.22%IV7.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.0584Delta0.0198Gamma973.71Leverage Ratio-0.0953Theta-0.0006Rho-56.90Eff Leverage0.0145Vega