0.15Open0.20Pre Close8 Volume132 Open Interest31.00Strike Price92.00Turnover132.06%IV21.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0750Delta0.0454Gamma255.45Leverage Ratio-0.0631Theta0.0002Rho19.16Eff Leverage0.0033Vega