0.15Open0.15Pre Close6 Volume36 Open Interest55.00Strike Price92.00Turnover19.24%IV1.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3385Delta0.4075Gamma273.00Leverage Ratio-0.0691Theta0.0013Rho92.42Eff Leverage0.0171Vega