0.11Open0.70Pre Close7 Volume39 Open Interest9.00Strike Price93.00Turnover87.11%IV6.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3152Delta0.4603Gamma57.20Leverage Ratio-0.0373Theta0.0003Rho18.03Eff Leverage0.0031Vega