0.15Open0.55Pre Close6 Volume632 Open Interest92.50Strike Price93.00Turnover33.86%IV3.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1288Delta0.0892Gamma599.40Leverage Ratio-0.1047Theta0.0007Rho77.19Eff Leverage0.0146Vega