16.95Open18.20Pre Close40 Volume90 Open Interest877.50Strike Price92.39KTurnover30.25%IV0.42%PremiumDec 6, 2024Expiry Date20.24Intrinsic Value100Multiplier4DDays to Expiry3.76Extrinsic Value100Contract SizeAmericanOptions Type0.7757Delta0.0106Gamma36.87Leverage Ratio-1.1879Theta0.0722Rho28.60Eff Leverage0.2786Vega