49.10Open45.64Pre Close19 Volume78 Open Interest370.00Strike Price91.96KTurnover32.88%IV0.53%PremiumDec 20, 2024Expiry Date46.09Intrinsic Value100Multiplier22DDays to Expiry2.21Extrinsic Value100Contract SizeAmericanOptions Type0.9370Delta0.0037Gamma8.67Leverage Ratio-0.1342Theta0.2052Rho8.12Eff Leverage0.1262Vega