0.15Open0.55Pre Close6 Volume632 Open Interest92.50Strike Price93.00Turnover32.42%IV2.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1331Delta0.0950Gamma599.97Leverage Ratio-0.1035Theta0.0007Rho79.85Eff Leverage0.0150Vega