0.01Open0.01Pre Close92 Volume121 Open Interest72.00Strike Price92.00Turnover136.37%IV24.03%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0064Delta0.0037Gamma5806.00Leverage Ratio-0.0100Theta0.0000Rho37.41Eff Leverage0.0007Vega