92.55Open92.83Pre Close25 Volume2.21K Open Interest155.00Strike Price236.33KTurnover202.08%IV0.03%PremiumDec 20, 2024Expiry Date96.04Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9934Delta0.0004Gamma2.61Leverage Ratio-0.1077Theta0.0155Rho2.59Eff Leverage0.0047Vega