92.55Open92.83Pre Close25 Volume2.21K Open Interest155.00Strike Price236.33KTurnover207.50%IV0.03%PremiumDec 20, 2024Expiry Date96.04Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9932Delta0.0004Gamma2.61Leverage Ratio-0.1124Theta0.0148Rho2.59Eff Leverage0.0047Vega