0.81Open0.95Pre Close4 Volume20 Open Interest86.00Strike Price292.00Turnover24.81%IV1.63%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.3555Delta0.1656Gamma157.75Leverage Ratio-0.1077Theta-0.0031Rho-56.08Eff Leverage0.0338Vega