0.03Open0.11Pre Close24 Volume63 Open Interest93.00Strike Price89.00Turnover82.81%IV9.12%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0128Delta0.0075Gamma5116.00Leverage Ratio-0.0661Theta0.0000Rho-65.47Eff Leverage0.0018Vega