0.45Open0.46Pre Close3.50K Volume2.04K Open Interest66.00Strike Price91.25KTurnover25.23%IV2.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2550Delta0.1830Gamma244.42Leverage Ratio-0.0712Theta0.0019Rho62.33Eff Leverage0.0223Vega