0.01Open0.03Pre Close91 Volume40 Open Interest53.00Strike Price91.00Turnover487.75%IV11.02%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0097Delta0.0087Gamma5955.00Leverage Ratio-0.8915Theta0.0000Rho-57.82Eff Leverage0.0002Vega