0.30Open0.41Pre Close1.50K Volume2.26K Open Interest64.00Strike Price92.40KTurnover13.29%IV0.50%PremiumNov 29, 2024Expiry Date0.08Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5253Delta0.4481Gamma162.23Leverage Ratio-0.0516Theta0.0036Rho85.22Eff Leverage0.0266Vega