91.56Open91.56Pre Close0 Volume3 Open Interest120.00Strike Price0.00Turnover104.72%IV2.28%PremiumJan 17, 2025Expiry Date86.85Intrinsic Value100Multiplier24DDays to Expiry4.71Extrinsic Value100Contract SizeAmericanOptions Type0.9855Delta0.0007Gamma2.36Leverage Ratio-0.0553Theta0.0757Rho2.33Eff Leverage0.0194Vega