0.91Open2.57Pre Close1 Volume38 Open Interest46.00Strike Price91.00Turnover32.17%IV1.08%PremiumDec 13, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.6464Delta0.3527Gamma69.06Leverage Ratio-0.1151Theta-0.0014Rho-44.64Eff Leverage0.0122Vega