12.60Open11.71Pre Close72 Volume1.51K Open Interest110.00Strike Price91.10KTurnover35.59%IV0.52%PremiumAug 16, 2024Expiry Date12.07Intrinsic Value100Multiplier23DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8907Delta0.0169Gamma9.35Leverage Ratio-0.0573Theta0.0622Rho8.33Eff Leverage0.0582Vega