0.32Open0.50Pre Close3 Volume114 Open Interest70.00Strike Price92.00Turnover18.87%IV0.67%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4251Delta0.4852Gamma279.32Leverage Ratio-0.1523Theta0.0011Rho118.75Eff Leverage0.0168Vega