0.21Open0.25Pre Close3 Volume114 Open Interest30.00Strike Price92.00Turnover66.57%IV17.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.1666Delta0.0693Gamma86.40Leverage Ratio-0.0287Theta0.0018Rho14.39Eff Leverage0.0135Vega