0.20Open0.18Pre Close2.30K Volume2.20K Open Interest39.50Strike Price91.19KTurnover49.36%IV0.35%PremiumOct 11, 2024Expiry Date0.37Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6726Delta0.4199Gamma71.20Leverage Ratio-0.2307Theta0.0005Rho47.88Eff Leverage0.0063Vega