0.06Open0.14Pre Close21 Volume565 Open Interest43.00Strike Price91.00Turnover34.72%IV5.99%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0728Delta0.0885Gamma812.00Leverage Ratio-0.0225Theta0.0004Rho59.14Eff Leverage0.0062Vega