91.85Open91.85Pre Close0 Volume4 Open Interest135.00Strike Price0.00Turnover417.73%IV2.01%PremiumSep 6, 2024Expiry Date87.38Intrinsic Value100Multiplier1DDays to Expiry4.47Extrinsic Value100Contract SizeAmericanOptions Type0.9948Delta0.0003Gamma2.54Leverage Ratio-0.3625Theta0.0032Rho2.53Eff Leverage0.0016Vega