2.00Open2.50Pre Close349 Volume2.01K Open Interest55.00Strike Price93.69KTurnover73.70%IV2.43%PremiumJan 17, 2025Expiry Date2.21Intrinsic Value100Multiplier6DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.6797Delta0.0653Gamma16.58Leverage Ratio-0.1690Theta0.0060Rho11.27Eff Leverage0.0266Vega