0.03Open0.16Pre Close32 Volume84 Open Interest67.00Strike Price91.00Turnover121.60%IV2.30%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0302Delta0.0807Gamma6857.00Leverage Ratio-0.7183Theta0.0000Rho-207.41Eff Leverage0.0005Vega