0.45Open0.46Pre Close3.50K Volume2.04K Open Interest66.00Strike Price91.25KTurnover26.65%IV2.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2547Delta0.1826Gamma244.42Leverage Ratio-0.0793Theta0.0017Rho62.25Eff Leverage0.0212Vega