0.47Open0.60Pre Close2 Volume39 Open Interest36.00Strike Price92.00Turnover44.45%IV11.33%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2293Delta0.0804Gamma68.93Leverage Ratio-0.0242Theta0.0047Rho15.80Eff Leverage0.0257Vega