0.01Open0.02Pre Close91 Volume2.01K Open Interest28.50Strike Price91.00Turnover105.77%IV7.33%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0273Delta0.0650Gamma2656.36Leverage Ratio-0.0653Theta0.0000Rho72.60Eff Leverage0.0006Vega