0.31Open0.28Pre Close3 Volume936 Open Interest14.00Strike Price93.00Turnover53.94%IV1.37%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5520Delta0.5631Gamma42.71Leverage Ratio-0.0462Theta-0.0007Rho-23.57Eff Leverage0.0052Vega