3.95Open6.49Pre Close260 Volume21 Open Interest25.00Strike Price93.95KTurnover109.50%IV8.90%PremiumDec 20, 2024Expiry Date1.51Intrinsic Value100Multiplier27DDays to Expiry2.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5200Delta0.0569Gamma6.44Leverage Ratio-0.0502Theta-0.0105Rho-3.35Eff Leverage0.0255Vega