0.05Open0.04Pre Close33 Volume503 Open Interest6.00Strike Price91.00Turnover247.94%IV49.63%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0730Delta0.1368Gamma134.33Leverage Ratio-0.0165Theta0.0000Rho9.81Eff Leverage0.0006Vega