0.91Open0.94Pre Close1 Volume54 Open Interest4.50Strike Price91.00Turnover6007.01%IV0.28%PremiumJul 26, 2024Expiry Date0.90Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6117Delta0.2408Gamma2.89Leverage Ratio-15.7416Theta0.0000Rho-1.77Eff Leverage0.0001Vega