104.06Open97.13Pre Close9 Volume652 Open Interest820.00Strike Price93.50KTurnover52.65%IV0.24%PremiumDec 20, 2024Expiry Date101.08Intrinsic Value100Multiplier3DDays to Expiry2.22Extrinsic Value100Contract SizeAmericanOptions Type0.9899Delta0.0006Gamma9.07Leverage Ratio-0.2253Theta0.0754Rho8.98Eff Leverage0.0239Vega