0.05Open0.01Pre Close19 Volume188 Open Interest7.50Strike Price91.00Turnover51.69%IV22.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0389Delta0.1266Gamma615.00Leverage Ratio-0.0017Theta0.0001Rho23.92Eff Leverage0.0011Vega