1.07Open1.03Pre Close762 Volume11.06K Open Interest62.50Strike Price93.58KTurnover46.47%IV1.48%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier3DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.4929Delta0.1478Gamma53.00Leverage Ratio-0.1897Theta0.0026Rho26.12Eff Leverage0.0232Vega