0.01Open0.02Pre Close91 Volume2 Open Interest32.00Strike Price91.00Turnover95.25%IV17.62%PremiumAug 28, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0146Delta0.0185Gamma2721.50Leverage Ratio-0.0095Theta0.0000Rho39.61Eff Leverage0.0008Vega