0.98Open1.12Pre Close795 Volume800 Open Interest59.00Strike Price93.91KTurnover53.35%IV1.55%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.5683Delta0.1423Gamma45.16Leverage Ratio-0.2208Theta0.0025Rho25.67Eff Leverage0.0204Vega