0.35Open0.30Pre Close1.79K Volume354 Open Interest38.00Strike Price93.70KTurnover20.84%IV2.42%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.4581Delta0.2149Gamma60.24Leverage Ratio-0.0207Theta0.0092Rho27.60Eff Leverage0.0352Vega