80.23Open81.07Pre Close12 Volume160 Open Interest430.00Strike Price92.71KTurnover80.80%IV0.42%PremiumAug 16, 2024Expiry Date73.03Intrinsic Value100Multiplier3DDays to Expiry2.11Extrinsic Value100Contract SizeAmericanOptions Type0.9778Delta0.0013Gamma6.89Leverage Ratio-0.2932Theta0.0403Rho6.73Eff Leverage0.0261Vega