0.98Open1.12Pre Close795 Volume800 Open Interest59.00Strike Price93.91KTurnover55.54%IV1.55%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.5680Delta0.1422Gamma45.16Leverage Ratio-0.2413Theta0.0023Rho25.65Eff Leverage0.0196Vega